+20.0%
DOV vs UMAC
+488.3%
-468.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -2.1% |
| 7D | -1.9% | -4.0% | +2.1% | -1.9% |
| 30D | -9.9% | -9.4% | -0.5% | -9.8% |
| 3M | -12.1% | +3.0% | -15.1% | -12.5% |
| 6M | -10.4% | +27.2% | -37.6% | -11.8% |
| YTD | -3.3% | +84.7% | -88.0% | -5.9% |
| 1Y | +7.8% | +136.5% | -128.7% | +3.9% |
| All | +20.0% | +488.3% | -468.3% | +14.0% |
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 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