+68.3%
XLE vs UMAC
+549.5%
-481.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.3% | -8.2% | +1.0% |
| 7D | 0.0% | +14.7% | -14.7% | -0.2% |
| 30D | +12.6% | -0.5% | +13.1% | +12.6% |
| 3M | +11.8% | +0.5% | +11.3% | +11.6% |
| 6M | +16.1% | +57.9% | -41.9% | +14.4% |
| YTD | +46.9% | +103.9% | -57.1% | +43.8% |
| 1Y | +53.3% | +159.3% | -106.0% | +49.0% |
| All | +68.3% | +549.5% | -481.2% | +60.6% |
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 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