-39.3%
DECK vs UMAC
+494.0%
-533.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +1.6% |
| 7D | -2.2% | -0.9% | -1.3% | -2.2% |
| 30D | -13.6% | -7.7% | -5.9% | -13.6% |
| 3M | -21.2% | -26.4% | +5.2% | -20.9% |
| 6M | -21.1% | +61.9% | -82.9% | -23.4% |
| YTD | -17.2% | +86.5% | -103.7% | -20.4% |
| 1Y | -30.7% | +156.3% | -187.1% | -34.6% |
| All | -39.3% | +494.0% | -533.3% | -48.7% |
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