+47.0%
RY vs UMAC
+158.0%
-111.0%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.1% | -1.0% |
| 7D | +2.7% | +14.7% | -12.0% | +2.3% |
| 30D | -1.0% | -0.5% | -0.5% | -1.1% |
| 3M | +7.6% | +0.5% | +7.1% | +7.0% |
| 6M | +29.5% | +57.9% | -28.5% | +25.2% |
| YTD | +24.2% | +103.9% | -79.8% | +18.1% |
| All | +47.0% | +158.0% | -111.0% | +34.8% |
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