+116.7%
UMAC vs DTE
+1.0%
+115.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -3.4% | -2.6% | -0.8% | -3.2% |
| 30D | -15.1% | -4.4% | -10.7% | -14.9% |
| 3M | -10.8% | -8.3% | -2.4% | -12.6% |
| 6M | +15.7% | -8.1% | +23.8% | +13.6% |
| YTD | +80.1% | +4.4% | +75.7% | +52.8% |
| 1Y | +116.7% | +0.2% | +116.5% | +103.5% |
| All | +116.7% | +1.0% | +115.8% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling