+126.2%
RY vs UMAC
+216.2%
-90.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -3.0% | -2.9% | -0.1% | -3.0% |
| 30D | +6.3% | -35.6% | +41.8% | +7.0% |
| 3M | -2.6% | -51.3% | +48.7% | -1.5% |
| 6M | +13.9% | -17.5% | +31.5% | +13.5% |
| YTD | +21.7% | -0.7% | +22.4% | +20.4% |
| 1Y | +40.4% | +16.5% | +24.0% | +38.5% |
| All | +126.2% | +216.2% | -90.0% | +120.7% |
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 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