+55.1%
DRI vs UMAC
+182.0%
-126.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.4% |
| 7D | +1.1% | -5.2% | +6.3% | +1.1% |
| 30D | +9.7% | -36.4% | +46.1% | +9.9% |
| 3M | +3.2% | -58.6% | +61.8% | +3.7% |
| 6M | +20.6% | -24.6% | +45.2% | +19.8% |
| YTD | +28.3% | -11.5% | +39.7% | +26.6% |
| 1Y | +34.5% | +16.9% | +17.6% | +32.1% |
| All | +55.1% | +182.0% | -126.9% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling