+319.1%
DELL vs UMAC
+164.0%
+155.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.9% |
| 7D | +14.9% | -0.9% | +15.8% | +15.1% |
| 30D | +13.3% | -7.7% | +20.9% | +13.9% |
| 3M | +24.4% | -26.4% | +50.8% | +25.5% |
| 6M | +258.0% | +61.9% | +196.2% | +230.6% |
| YTD | +320.2% | +86.5% | +233.7% | +275.6% |
| 1Y | +319.1% | +156.3% | +162.7% | +246.7% |
| All | +319.1% | +164.0% | +155.1% | +246.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling