-45.9%
RUN vs UMAC
+164.0%
-209.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | 0.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | -15.3% | -7.7% | -7.6% | -14.9% |
| 3M | -40.0% | -26.4% | -13.6% | -38.5% |
| 6M | -27.0% | +61.9% | -88.8% | -36.3% |
| YTD | -51.7% | +86.5% | -138.2% | -60.5% |
| 1Y | -45.9% | +156.3% | -202.2% | -57.5% |
| All | -45.9% | +164.0% | -209.9% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling