+80.1%
URI vs UMAC
+216.2%
-136.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +2.6% | -2.9% | +5.5% | +2.6% |
| 30D | +9.1% | -35.6% | +44.7% | +10.5% |
| 3M | +1.0% | -51.3% | +52.3% | +3.0% |
| 6M | +23.3% | -17.5% | +40.9% | +22.5% |
| YTD | +43.3% | -0.7% | +44.0% | +40.2% |
| 1Y | +35.9% | +16.5% | +19.4% | +31.9% |
| All | +80.1% | +216.2% | -136.2% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling