+272.3%
UMAC vs RRC
+87.4%
+184.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.8% |
| 7D | -5.2% | +6.4% | -11.6% | -6.9% |
| 30D | -36.4% | +23.9% | -60.3% | -40.3% |
| 3M | -58.6% | +30.2% | -88.8% | -61.8% |
| 6M | -24.6% | +26.3% | -50.9% | -30.2% |
| YTD | -11.5% | +48.1% | -59.5% | -23.9% |
| 1Y | +16.9% | +37.7% | -20.8% | +3.6% |
| All | +272.3% | +87.4% | +184.9% | +249.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling