-99.3%
DFNS vs UMAC
+508.0%
-607.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.4% | +1.8% | -5.0% |
| 7D | +4.6% | +3.3% | +1.4% | +4.9% |
| 30D | -73.9% | -10.4% | -63.5% | -74.1% |
| 3M | -71.7% | +1.8% | -73.5% | -71.7% |
| 6M | -94.6% | +40.7% | -135.3% | -94.2% |
| YTD | -98.1% | +90.9% | -189.0% | -97.8% |
| 1Y | -98.3% | +151.8% | -250.1% | -98.0% |
| All | -99.3% | +508.0% | -607.3% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling