+46.1%
DE vs UMAC
+2.9%
+43.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.9% | +12.5% | +1.9% |
| 7D | +5.6% | -26.0% | +31.6% | +6.3% |
| 30D | -0.8% | -40.3% | +39.5% | +0.4% |
| 3M | +9.8% | -51.1% | +61.0% | +11.5% |
| 6M | +17.5% | -5.6% | +23.2% | +16.1% |
| YTD | +46.5% | +2.3% | +44.2% | +43.8% |
| 1Y | +46.1% | +7.9% | +38.2% | +44.4% |
| All | +46.1% | +2.9% | +43.2% | +44.4% |
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 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