+82.1%
DE vs UMAC
+508.0%
-425.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -0.4% |
| 7D | -3.0% | +3.3% | -6.3% | -3.1% |
| 30D | +11.1% | -10.4% | +21.5% | +11.2% |
| 3M | +17.6% | +1.8% | +15.8% | +17.0% |
| 6M | +13.6% | +40.7% | -27.2% | +11.5% |
| YTD | +46.3% | +90.9% | -44.6% | +42.3% |
| 1Y | +44.2% | +151.8% | -107.6% | +38.9% |
| All | +82.1% | +508.0% | -425.9% | +68.9% |
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 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