-45.2%
RUN vs UMAC
+549.5%
-594.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.6% | +2.9% |
| 7D | +10.2% | +14.7% | -4.5% | +8.9% |
| 30D | -9.6% | -0.5% | -9.1% | -10.0% |
| 3M | -31.5% | +0.5% | -32.0% | -32.3% |
| 6M | -18.7% | +57.9% | -76.6% | -23.6% |
| YTD | -49.9% | +103.9% | -153.8% | -54.2% |
| 1Y | -45.5% | +159.3% | -204.8% | -51.2% |
| All | -45.2% | +549.5% | -594.7% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling