+684.2%
UMAC vs URA
+69.4%
+614.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.8% |
| 7D | -0.9% | +1.1% | -2.0% | -1.9% |
| 30D | -7.7% | +7.4% | -15.0% | -14.5% |
| 3M | -26.4% | -8.4% | -18.0% | -18.2% |
| 6M | +61.9% | -12.7% | +74.6% | +91.4% |
| YTD | +86.5% | +7.8% | +78.7% | +91.4% |
| 1Y | +156.3% | +19.5% | +136.9% | +152.8% |
| All | +684.2% | +69.4% | +614.7% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling