-37.0%
DECK vs UMAC
+225.7%
-262.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -10.9% | +16.8% | +6.2% |
| 7D | +10.4% | -26.0% | +36.4% | +11.2% |
| 30D | +11.1% | -40.3% | +51.4% | +12.5% |
| 3M | -10.8% | -51.1% | +40.4% | -9.4% |
| 6M | -8.7% | -5.6% | -3.1% | -10.0% |
| YTD | -14.0% | +2.3% | -16.3% | -16.2% |
| 1Y | +12.0% | +7.9% | +4.2% | +8.7% |
| All | -37.0% | +225.7% | -262.7% | -46.0% |
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