+206.0%
NVDA vs UMAC
+549.5%
-343.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.3% | -11.4% | -2.5% |
| 7D | +3.8% | +14.7% | -10.9% | +3.1% |
| 30D | +0.8% | -0.5% | +1.3% | +0.5% |
| 3M | +8.2% | +0.5% | +7.7% | +7.3% |
| 6M | +27.1% | +57.9% | -30.8% | +21.9% |
| YTD | +21.2% | +103.9% | -82.7% | +14.4% |
| 1Y | +34.3% | +159.3% | -125.0% | +25.0% |
| All | +206.0% | +549.5% | -343.5% | +191.1% |
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