+272.3%
UMAC vs RVTY
+52.4%
+219.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -3.5% |
| 7D | -5.2% | -0.5% | -4.7% | -4.6% |
| 30D | -36.4% | +1.5% | -37.9% | -36.0% |
| 3M | -58.6% | +31.5% | -90.0% | -64.8% |
| 6M | -24.6% | +62.7% | -87.3% | -44.4% |
| YTD | -11.5% | +60.0% | -71.4% | -36.5% |
| 1Y | +16.9% | +65.7% | -48.8% | -18.8% |
| All | +272.3% | +52.4% | +219.9% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling