+76.0%
URI vs UMAC
+182.0%
-106.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -1.1% |
| 7D | +6.7% | -5.2% | +11.9% | +6.9% |
| 30D | +8.9% | -36.4% | +45.2% | +10.4% |
| 3M | +0.5% | -58.6% | +59.1% | +3.1% |
| 6M | +20.7% | -24.6% | +45.3% | +20.2% |
| YTD | +40.0% | -11.5% | +51.5% | +37.5% |
| 1Y | +34.4% | +16.9% | +17.5% | +30.6% |
| All | +76.0% | +182.0% | -106.0% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling