+7.9%
UMAC vs URA
-32.2%
+40.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.1% | -9.8% | -9.4% |
| 7D | -26.0% | -10.5% | -15.5% | -13.0% |
| 30D | -40.3% | -18.6% | -21.7% | -19.9% |
| 3M | -51.1% | -23.0% | -28.1% | -30.3% |
| 6M | -5.6% | -40.3% | +34.6% | +100.7% |
| YTD | +2.3% | -23.5% | +25.7% | +44.5% |
| 1Y | +7.9% | -31.1% | +39.0% | +85.8% |
| All | +7.9% | -32.2% | +40.0% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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