+4.3%
DT vs UMAC
+164.0%
-159.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.5% |
| 7D | -3.3% | -0.9% | -2.4% | -3.3% |
| 30D | +2.0% | -7.7% | +9.7% | +2.1% |
| 3M | +20.0% | -26.4% | +46.4% | +20.7% |
| 6M | +39.3% | +61.9% | -22.6% | +35.6% |
| YTD | +19.8% | +86.5% | -66.7% | +15.6% |
| 1Y | +4.3% | +156.3% | -152.0% | +3.4% |
| All | +4.3% | +164.0% | -159.7% | +3.4% |
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