-0.3%
DG vs UMAC
+508.0%
-508.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -2.5% |
| 7D | -4.8% | +3.3% | -8.1% | -4.9% |
| 30D | +1.8% | -10.4% | +12.1% | +1.8% |
| 3M | +14.5% | +1.8% | +12.7% | +14.4% |
| 6M | -13.6% | +40.7% | -54.3% | -14.2% |
| YTD | -4.8% | +90.9% | -95.7% | -5.9% |
| 1Y | +21.6% | +151.8% | -130.2% | +19.7% |
| All | -0.3% | +508.0% | -508.3% | -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 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