+657.4%
UMAC vs DVA
+47.6%
+609.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -15.1% | 0.0% | -15.1% | -15.1% |
| 3M | -10.8% | -10.9% | +0.2% | -10.4% |
| 6M | +15.7% | +17.3% | -1.6% | +11.4% |
| YTD | +80.1% | +59.8% | +20.3% | +60.1% |
| 1Y | +116.7% | +36.3% | +80.5% | +99.1% |
| All | +657.4% | +47.6% | +609.8% | +702.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling