+702.6%
UMAC vs RGEN
-18.3%
+720.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.3% |
| 7D | +3.3% | -4.6% | +7.8% | +5.8% |
| 30D | -10.4% | +1.2% | -11.5% | -11.4% |
| 3M | +1.8% | +26.8% | -25.1% | -12.8% |
| 6M | +40.7% | +29.1% | +11.7% | +17.5% |
| YTD | +90.9% | +0.7% | +90.2% | +84.1% |
| 1Y | +151.8% | +39.1% | +112.7% | +101.0% |
| All | +702.6% | -18.3% | +720.9% | +821.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling