+757.4%
UMAC vs URA
+74.7%
+682.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.2% | +6.2% |
| 7D | +14.7% | +8.1% | +6.6% | +6.4% |
| 30D | -0.5% | +5.8% | -6.3% | -6.3% |
| 3M | +0.5% | +3.4% | -2.9% | -1.1% |
| 6M | +57.9% | -2.6% | +60.6% | +70.8% |
| YTD | +103.9% | +11.2% | +92.8% | +103.3% |
| 1Y | +159.3% | +19.8% | +139.4% | +152.8% |
| All | +757.4% | +74.7% | +682.7% | +527.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling