+544.5%
DELL vs UMAC
+549.5%
-5.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.5% | +1.5% |
| 7D | +25.6% | +14.7% | +10.9% | +25.0% |
| 30D | +17.7% | -0.5% | +18.2% | +17.5% |
| 3M | +33.4% | +0.5% | +32.9% | +32.7% |
| 6M | +266.2% | +57.9% | +208.3% | +259.6% |
| YTD | +328.0% | +103.9% | +224.1% | +318.3% |
| 1Y | +339.6% | +159.3% | +180.3% | +328.3% |
| All | +544.5% | +549.5% | -5.0% | +651.7% |
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