+702.6%
UMAC vs RRC
+50.5%
+652.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | +3.3% | -1.7% | +5.0% | +3.9% |
| 30D | -10.4% | +3.6% | -14.0% | -11.4% |
| 3M | +1.8% | +8.8% | -7.1% | -1.8% |
| 6M | +40.7% | +0.8% | +40.0% | +38.8% |
| YTD | +90.9% | +19.0% | +71.9% | +75.2% |
| 1Y | +151.8% | +22.9% | +128.8% | +125.5% |
| All | +702.6% | +50.5% | +652.1% | +705.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling