+657.4%
UMAC vs RVTY
+22.6%
+634.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -4.2% |
| 7D | -3.4% | -4.5% | +1.1% | -0.7% |
| 30D | -15.1% | +5.5% | -20.5% | -18.3% |
| 3M | -10.8% | +22.5% | -33.3% | -23.5% |
| 6M | +15.7% | +38.9% | -23.2% | -9.1% |
| YTD | +80.1% | +28.7% | +51.4% | +46.0% |
| 1Y | +116.7% | +45.5% | +71.2% | +58.8% |
| All | +657.4% | +22.6% | +634.8% | +526.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling