+16.9%
UMAC vs RRC
+36.3%
-19.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.7% |
| 7D | -5.2% | +6.4% | -11.6% | -5.5% |
| 30D | -36.4% | +23.9% | -60.3% | -36.1% |
| 3M | -58.6% | +30.2% | -88.8% | -58.4% |
| 6M | -24.6% | +26.3% | -50.9% | -24.2% |
| YTD | -11.5% | +48.1% | -59.5% | -14.2% |
| 1Y | +16.9% | +37.7% | -20.8% | +19.9% |
| All | +16.9% | +36.3% | -19.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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