+42.7%
DLR vs UMAC
+494.0%
-451.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | -3.4% | -7.7% | +4.3% | -3.3% |
| 3M | +0.5% | -26.4% | +26.9% | +0.9% |
| 6M | +4.6% | +61.9% | -57.3% | +1.1% |
| YTD | +23.4% | +86.5% | -63.1% | +18.2% |
| 1Y | +19.0% | +156.3% | -137.3% | +12.0% |
| All | +42.7% | +494.0% | -451.3% | +20.0% |
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