+657.4%
UMAC vs URA
+60.1%
+597.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | +0.8% |
| 7D | -3.4% | -5.5% | +2.1% | +2.4% |
| 30D | -15.1% | -3.7% | -11.4% | -12.1% |
| 3M | -10.8% | -2.9% | -7.9% | -6.8% |
| 6M | +15.7% | -15.2% | +30.9% | +42.5% |
| YTD | +80.1% | +1.9% | +78.3% | +95.9% |
| 1Y | +116.7% | +6.9% | +109.8% | +134.4% |
| All | +657.4% | +60.1% | +597.3% | +504.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling