-4.7%
DT vs UMAC
+549.5%
-554.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.3% | -12.4% | -3.3% |
| 7D | -4.9% | +14.7% | -19.6% | -5.1% |
| 30D | +2.7% | -0.5% | +3.2% | +2.6% |
| 3M | +20.0% | +0.5% | +19.5% | +19.6% |
| 6M | +28.0% | +57.9% | -29.9% | +26.1% |
| YTD | +16.0% | +103.9% | -87.9% | +13.7% |
| 1Y | +0.7% | +159.3% | -158.6% | -1.9% |
| All | -4.7% | +549.5% | -554.2% | -6.4% |
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 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