+156.3%
UMAC vs RGEN
+45.2%
+111.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -0.9% | -4.9% | +4.0% | +1.2% |
| 30D | -7.7% | +5.7% | -13.3% | -10.2% |
| 3M | -26.4% | +32.4% | -58.9% | -37.1% |
| 6M | +61.9% | +33.2% | +28.7% | +32.9% |
| YTD | +86.5% | +2.3% | +84.2% | +78.5% |
| 1Y | +156.3% | +39.0% | +117.3% | +130.1% |
| All | +156.3% | +45.2% | +111.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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