+657.4%
UMAC vs RGEN
-18.2%
+675.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -3.4% | -1.4% | -2.0% | -2.6% |
| 30D | -15.1% | -0.3% | -14.8% | -15.4% |
| 3M | -10.8% | +23.9% | -34.7% | -22.5% |
| 6M | +15.7% | +38.5% | -22.9% | -6.9% |
| YTD | +80.1% | +0.8% | +79.3% | +73.6% |
| 1Y | +116.7% | +38.2% | +78.5% | +73.6% |
| All | +657.4% | -18.2% | +675.6% | +769.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling