+116.7%
UMAC vs RGEN
+38.7%
+78.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -3.4% | -1.4% | -2.0% | -2.7% |
| 30D | -15.1% | -0.3% | -14.8% | -15.2% |
| 3M | -10.8% | +23.9% | -34.7% | -20.9% |
| 6M | +15.7% | +38.5% | -22.9% | -6.8% |
| YTD | +80.1% | +0.8% | +79.3% | +74.0% |
| 1Y | +116.7% | +38.2% | +78.5% | +90.0% |
| All | +116.7% | +38.7% | +78.0% | +90.0% |
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 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