+7.9%
UMAC vs DVA
+62.2%
-54.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +5.8% | -16.6% | -10.4% |
| 7D | -26.0% | +4.7% | -30.8% | -25.6% |
| 30D | -40.3% | +7.8% | -48.1% | -39.8% |
| 3M | -51.1% | -15.5% | -35.6% | -51.3% |
| 6M | -5.6% | +25.0% | -30.7% | -6.7% |
| YTD | +2.3% | +69.6% | -67.3% | -5.8% |
| 1Y | +7.9% | +60.6% | -52.7% | -2.7% |
| All | +7.9% | +62.2% | -54.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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