-30.3%
DXCM vs UMAC
+195.7%
-226.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.3% |
| 7D | -3.6% | +10.1% | -13.8% | -3.7% |
| 30D | -4.3% | -39.1% | +34.8% | -4.0% |
| 3M | -10.4% | -56.2% | +45.9% | -9.9% |
| 6M | +33.1% | -16.2% | +49.3% | +32.4% |
| YTD | +22.6% | -7.1% | +29.8% | +21.4% |
| 1Y | +36.5% | +10.3% | +26.3% | +34.7% |
| All | -30.3% | +195.7% | -226.0% | -30.7% |
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