-38.7%
DECK vs UMAC
+197.5%
-236.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -1.4% |
| 7D | +5.8% | -23.4% | +29.1% | +6.4% |
| 30D | +7.9% | -45.6% | +53.5% | +9.4% |
| 3M | -11.4% | -50.9% | +39.5% | -10.1% |
| 6M | -16.6% | -16.5% | 0.0% | -17.5% |
| YTD | -16.4% | -6.6% | -9.8% | -18.3% |
| 1Y | +8.6% | +10.7% | -2.1% | +5.2% |
| All | -38.7% | +197.5% | -236.2% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling