+30.4%
URI vs UMAC
+9.5%
+20.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.7% |
| 7D | -6.0% | -13.9% | +7.9% | -5.4% |
| 30D | +4.6% | -39.6% | +44.2% | +6.7% |
| 3M | -2.7% | -53.6% | +50.9% | 0.0% |
| 6M | +18.4% | -6.2% | +24.6% | +16.3% |
| YTD | +37.4% | -1.2% | +38.5% | +28.7% |
| 1Y | +30.4% | +9.7% | +20.7% | +19.6% |
| All | +30.4% | +9.5% | +20.9% | +19.6% |
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