-0.3%
DG vs UMAC
+473.8%
-474.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | -6.5% | -3.4% | -3.1% | -6.5% |
| 30D | +4.2% | -15.1% | +19.3% | +4.3% |
| 3M | +9.5% | -10.8% | +20.3% | +9.6% |
| 6M | -13.1% | +15.7% | -28.8% | -13.6% |
| YTD | -4.8% | +80.1% | -85.0% | -5.9% |
| 1Y | +20.6% | +116.7% | -96.1% | +18.9% |
| All | -0.3% | +473.8% | -474.1% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling