+9.7%
DBX vs UMAC
+473.8%
-464.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +1.5% |
| 7D | +2.1% | -3.4% | +5.5% | +2.1% |
| 30D | +5.7% | -15.1% | +20.8% | +5.9% |
| 3M | +31.8% | -10.8% | +42.6% | +31.7% |
| 6M | +37.5% | +15.7% | +21.8% | +35.5% |
| YTD | +27.9% | +80.1% | -52.2% | +24.3% |
| 1Y | +15.0% | +116.7% | -101.7% | +10.6% |
| All | +9.7% | +473.8% | -464.0% | -4.8% |
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