+156.3%
UMAC vs RVTY
+57.1%
+99.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -2.9% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | -7.7% | +13.2% | -20.9% | -12.5% |
| 3M | -26.4% | +27.2% | -53.7% | -34.9% |
| 6M | +61.9% | +32.4% | +29.4% | +40.5% |
| YTD | +86.5% | +34.9% | +51.6% | +55.2% |
| 1Y | +156.3% | +52.4% | +103.9% | +97.2% |
| All | +156.3% | +57.1% | +99.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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