+5.5%
URI vs UMAC
+164.0%
-158.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.8% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -12.9% | -7.7% | -5.3% | -12.9% |
| 3M | -6.7% | -26.4% | +19.7% | -6.4% |
| 6M | +19.0% | +61.9% | -42.9% | +12.4% |
| YTD | +25.5% | +86.5% | -61.0% | +15.4% |
| 1Y | +5.5% | +156.3% | -150.8% | -6.8% |
| All | +5.5% | +164.0% | -158.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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