-49.1%
RUN vs UMAC
+473.8%
-522.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -3.7% | -3.4% | -0.3% | -3.4% |
| 30D | -13.0% | -15.1% | +2.1% | -12.2% |
| 3M | -31.8% | -10.8% | -21.0% | -31.9% |
| 6M | -32.2% | +15.7% | -47.9% | -34.8% |
| YTD | -53.5% | +80.1% | -133.6% | -57.0% |
| 1Y | -46.5% | +116.7% | -163.2% | -51.5% |
| All | -49.1% | +473.8% | -522.9% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling