+757.4%
UMAC vs RGEN
-16.6%
+774.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.8% | +9.1% |
| 7D | +14.7% | -0.9% | +15.6% | +15.2% |
| 30D | -0.5% | +2.8% | -3.3% | -2.5% |
| 3M | +0.5% | +34.5% | -34.0% | -16.9% |
| 6M | +57.9% | +40.5% | +17.5% | +25.6% |
| YTD | +103.9% | +2.8% | +101.1% | +94.4% |
| 1Y | +159.3% | +39.6% | +119.7% | +106.6% |
| All | +757.4% | -16.6% | +774.0% | +873.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling