+702.6%
UMAC vs URA
+72.4%
+630.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.0% | -5.0% |
| 7D | +3.3% | +5.7% | -2.5% | -2.0% |
| 30D | -10.4% | +5.6% | -16.0% | -15.4% |
| 3M | +1.8% | +6.2% | -4.5% | -2.3% |
| 6M | +40.7% | -8.2% | +49.0% | +60.4% |
| YTD | +90.9% | +9.7% | +81.2% | +93.0% |
| 1Y | +151.8% | +17.0% | +134.8% | +150.7% |
| All | +702.6% | +72.4% | +630.3% | +495.7% |
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