-35.3%
DOW vs UMAC
+549.5%
-584.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | +0.2% |
| 7D | -2.9% | +14.7% | -17.6% | -3.3% |
| 30D | +2.0% | -0.5% | +2.5% | +1.8% |
| 3M | -12.5% | +0.5% | -13.0% | -13.0% |
| 6M | -9.2% | +57.9% | -67.1% | -12.0% |
| YTD | +30.8% | +103.9% | -73.1% | +25.2% |
| 1Y | +29.4% | +159.3% | -129.9% | +22.5% |
| All | -35.3% | +549.5% | -584.8% | -40.3% |
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