+684.2%
UMAC vs RACE
+10.7%
+673.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.2% |
| 7D | -0.9% | -2.5% | +1.6% | +0.3% |
| 30D | -7.7% | +0.8% | -8.4% | -7.9% |
| 3M | -26.4% | +17.2% | -43.6% | -31.1% |
| 6M | +61.9% | +13.6% | +48.3% | +52.0% |
| YTD | +86.5% | +12.2% | +74.3% | +75.2% |
| 1Y | +156.3% | -16.3% | +172.6% | +175.1% |
| All | +684.2% | +10.7% | +673.5% | +564.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling