+272.3%
UMAC vs RGEN
-16.9%
+289.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.1% |
| 7D | -5.2% | -3.3% | -1.9% | -3.2% |
| 30D | -36.4% | -5.8% | -30.5% | -33.6% |
| 3M | -58.6% | +0.2% | -58.8% | -58.5% |
| 6M | -24.6% | +56.8% | -81.4% | -41.5% |
| YTD | -11.5% | +2.4% | -13.9% | -14.7% |
| 1Y | +16.9% | +11.4% | +5.4% | +7.6% |
| All | +272.3% | -16.9% | +289.2% | +326.8% |
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