+62.5%
DRAM vs UMAC
+9.1%
+53.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.9% | +5.6% | -3.1% |
| 7D | -16.6% | -26.0% | +9.4% | -11.5% |
| 30D | -26.9% | -40.3% | +13.5% | -19.3% |
| 3M | -17.8% | -51.1% | +33.3% | -8.0% |
| 6M | +6.2% | -5.6% | +11.9% | +12.1% |
| All | +62.5% | +9.1% | +53.4% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling