-2.5%
DT vs UMAC
+488.3%
-490.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +1.7% |
| 7D | -2.5% | -4.0% | +1.5% | -2.5% |
| 30D | +3.5% | -9.4% | +12.9% | +3.6% |
| 3M | +26.7% | +3.0% | +23.7% | +26.2% |
| 6M | +36.1% | +27.2% | +9.0% | +34.6% |
| YTD | +18.6% | +84.7% | -66.1% | +16.5% |
| 1Y | +7.9% | +136.5% | -128.6% | +5.3% |
| All | -2.5% | +488.3% | -490.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling