+3.5%
DBX vs UMAC
+182.0%
-178.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.1% |
| 7D | -3.3% | -5.2% | +1.9% | -3.2% |
| 30D | -5.9% | -36.4% | +30.5% | -5.3% |
| 3M | -6.7% | -58.6% | +51.9% | -5.7% |
| 6M | +28.0% | -24.6% | +52.6% | +26.9% |
| YTD | +20.6% | -11.5% | +32.1% | +18.2% |
| 1Y | +10.3% | +16.9% | -6.6% | +7.1% |
| All | +3.5% | +182.0% | -178.5% | -9.4% |
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