+684.2%
UMAC vs RRC
+51.5%
+632.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -0.9% | +1.3% | -2.2% | -1.4% |
| 30D | -7.7% | +10.1% | -17.8% | -10.5% |
| 3M | -26.4% | +4.0% | -30.4% | -27.6% |
| 6M | +61.9% | +1.6% | +60.3% | +59.2% |
| YTD | +86.5% | +19.7% | +66.8% | +70.9% |
| 1Y | +156.3% | +21.4% | +134.9% | +131.0% |
| All | +684.2% | +51.5% | +632.7% | +685.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling