+136.5%
UMAC vs URA
+11.7%
+124.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.7% | +1.9% |
| 7D | -4.0% | -1.5% | -2.5% | -1.9% |
| 30D | -9.4% | -0.4% | -9.0% | -9.5% |
| 3M | +3.0% | +6.3% | -3.3% | -3.3% |
| 6M | +27.2% | -14.0% | +41.2% | +59.2% |
| YTD | +84.7% | +5.3% | +79.4% | +86.6% |
| 1Y | +136.5% | +11.7% | +124.8% | +153.2% |
| All | +136.5% | +11.7% | +124.8% | +153.2% |
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