+22.9%
NVDL vs UMAC
+35.9%
-13.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -4.2% |
| 7D | -8.7% | -4.0% | -4.7% | -8.2% |
| 30D | -1.3% | -9.4% | +8.1% | -0.5% |
| 3M | +11.4% | +3.0% | +8.4% | +8.4% |
| 6M | +22.9% | +27.2% | -4.3% | +13.4% |
| All | +22.9% | +35.9% | -13.0% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling