+319.1%
DELL vs UMC
+209.4%
+109.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +0.4% |
| 7D | +14.9% | +5.0% | +9.9% | +13.3% |
| 30D | +13.3% | +7.7% | +5.6% | +10.9% |
| 3M | +24.4% | +1.7% | +22.7% | +22.7% |
| 6M | +258.0% | +113.9% | +144.1% | +216.7% |
| YTD | +320.2% | +168.9% | +151.3% | +247.2% |
| 1Y | +319.1% | +207.2% | +111.9% | +239.6% |
| All | +319.1% | +209.4% | +109.6% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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