+315.5%
UMAC vs URA
+21.9%
+293.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.5% | -3.1% | -3.0% |
| 7D | -13.9% | +0.3% | -14.2% | -12.7% |
| 30D | -39.6% | -14.8% | -24.8% | -27.2% |
| 3M | -53.6% | -25.3% | -28.3% | -36.7% |
| 6M | -6.2% | -39.9% | +33.7% | +64.0% |
| YTD | -1.2% | -22.4% | +21.2% | +44.4% |
| 1Y | +9.7% | -29.0% | +38.6% | +73.5% |
| All | +315.5% | +21.9% | +293.6% | +345.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling