+143.3%
DELL vs UMC
+112.5%
+30.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.1% | -6.8% | -8.2% |
| 7D | -24.6% | -14.7% | -9.9% | -20.8% |
| 30D | -32.5% | -32.9% | +0.4% | -24.3% |
| 3M | -20.2% | -22.2% | +2.0% | -13.9% |
| 6M | +76.5% | +25.9% | +50.6% | +78.2% |
| YTD | +198.9% | +107.9% | +91.0% | +187.0% |
| 1Y | +143.3% | +115.0% | +28.3% | +127.3% |
| All | +143.3% | +112.5% | +30.8% | +127.3% |
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