+7.9%
UMAC vs RNG
+179.4%
-171.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.2% | -10.6% | -10.9% |
| 7D | -26.0% | -9.6% | -16.5% | -27.0% |
| 30D | -40.3% | -1.4% | -38.9% | -40.4% |
| 3M | -51.1% | +28.8% | -79.9% | -48.8% |
| 6M | -5.6% | +65.6% | -71.2% | +5.3% |
| YTD | +2.3% | +171.4% | -169.1% | +27.7% |
| 1Y | +7.9% | +185.3% | -177.5% | +29.5% |
| All | +7.9% | +179.4% | -171.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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