+290.4%
UMAC vs DAR
+34.4%
+256.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.2% | -8.7% | -7.4% |
| 7D | +10.1% | +9.2% | +1.0% | +6.3% |
| 30D | -39.1% | -12.3% | -26.9% | -36.0% |
| 3M | -56.2% | -12.7% | -43.5% | -54.0% |
| 6M | -16.2% | -12.8% | -3.5% | -12.5% |
| YTD | -7.1% | +53.8% | -60.9% | -18.7% |
| 1Y | +10.3% | +60.3% | -50.0% | -4.7% |
| All | +290.4% | +34.4% | +256.0% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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