+123.6%
RY vs UMAC
+197.5%
-73.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.8% | -12.1% | -1.5% |
| 7D | -0.9% | -23.4% | +22.5% | -0.5% |
| 30D | +5.9% | -45.6% | +51.5% | +6.9% |
| 3M | -4.3% | -50.9% | +46.6% | -3.2% |
| 6M | +12.1% | -16.5% | +28.7% | +11.7% |
| YTD | +20.3% | -6.6% | +26.9% | +19.2% |
| 1Y | +41.0% | +10.7% | +30.3% | +39.2% |
| All | +123.6% | +197.5% | -73.9% | +118.4% |
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