+4.3%
DBX vs UMAC
+549.5%
-545.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.3% | -12.3% | -3.1% |
| 7D | -1.3% | +14.7% | -16.0% | -1.5% |
| 30D | -2.9% | -0.5% | -2.4% | -3.0% |
| 3M | +23.8% | +0.5% | +23.3% | +23.5% |
| 6M | +26.2% | +57.9% | -31.7% | +23.6% |
| YTD | +21.6% | +103.9% | -82.3% | +17.9% |
| 1Y | +11.4% | +159.3% | -147.8% | +6.8% |
| All | +4.3% | +549.5% | -545.2% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling