+18.3%
DBX vs UMAC
+164.0%
-145.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -2.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | -0.5% | -7.7% | +7.2% | -0.5% |
| 3M | +28.1% | -26.4% | +54.5% | +28.5% |
| 6M | +33.1% | +61.9% | -28.8% | +33.1% |
| YTD | +25.3% | +86.5% | -61.2% | +24.3% |
| 1Y | +18.3% | +156.3% | -138.0% | +16.9% |
| All | +18.3% | +164.0% | -145.7% | +16.9% |
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