+702.6%
UMAC vs RNG
+119.1%
+583.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.3% |
| 7D | +3.3% | -4.1% | +7.3% | +3.7% |
| 30D | -10.4% | +8.6% | -19.0% | -11.5% |
| 3M | +1.8% | +78.0% | -76.2% | -7.0% |
| 6M | +40.7% | +67.0% | -26.3% | +28.3% |
| YTD | +90.9% | +142.4% | -51.5% | +52.0% |
| 1Y | +151.8% | +120.4% | +31.3% | +107.9% |
| All | +702.6% | +119.1% | +583.6% | +489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling