+168.9%
UMAC vs RACE
-14.0%
+183.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.3% | +9.7% |
| 7D | +14.7% | -1.0% | +15.7% | +15.1% |
| 30D | -0.5% | -1.5% | +1.0% | +0.1% |
| 3M | +0.5% | +15.5% | -15.0% | -3.3% |
| 6M | +57.9% | +17.3% | +40.6% | +48.3% |
| YTD | +103.9% | +11.1% | +92.8% | +96.8% |
| All | +168.9% | -14.0% | +183.0% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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