+17.4%
UMAC vs RACE
+3.0%
+14.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.7% | +12.6% | +13.0% |
| 7D | -5.5% | +3.9% | -9.5% | -7.0% |
| 30D | -35.3% | +7.4% | -42.7% | -37.2% |
| 3M | -48.4% | +1.6% | -50.0% | -48.6% |
| 6M | +0.4% | +23.3% | -22.9% | -6.5% |
| YTD | +5.8% | +14.7% | -8.9% | +3.8% |
| All | +17.4% | +3.0% | +14.4% | +25.4% |
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