+584.9%
DELL vs UMAC
+473.8%
+111.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.5% | +14.4% | +12.1% |
| 7D | +8.2% | -3.4% | +11.6% | +8.3% |
| 30D | +17.1% | -15.1% | +32.2% | +17.6% |
| 3M | +45.2% | -10.8% | +55.9% | +45.0% |
| 6M | +286.8% | +15.7% | +271.1% | +282.4% |
| YTD | +354.8% | +80.1% | +274.6% | +346.5% |
| 1Y | +358.3% | +116.7% | +241.5% | +348.6% |
| All | +584.9% | +473.8% | +111.1% | +702.4% |
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 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