-11.0%
DECK vs UMAC
-22.6%
+11.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.6% | +16.0% | -1.6% |
| 7D | +6.0% | -37.8% | +43.9% | +5.9% |
| 30D | +7.4% | -52.0% | +59.4% | +7.5% |
| 3M | -11.7% | -58.3% | +46.6% | -11.4% |
| 6M | -11.0% | -21.0% | +10.0% | -12.3% |
| All | -11.0% | -22.6% | +11.7% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling