+4,404.4%
DELL vs UMC
+1,863.6%
+2,540.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.6% | +11.3% |
| 7D | +8.2% | +9.0% | -0.8% | +5.6% |
| 30D | +17.1% | +17.2% | -0.2% | +11.3% |
| 3M | +45.2% | +11.4% | +33.8% | +38.5% |
| 6M | +286.8% | +137.5% | +149.3% | +193.2% |
| YTD | +354.8% | +193.1% | +161.7% | +216.5% |
| 1Y | +358.3% | +240.3% | +118.0% | +204.1% |
| 3Y | +724.9% | +262.2% | +462.7% | +436.5% |
| 5Y | +1,193.7% | +143.1% | +1,050.6% | +794.2% |
| All | +4,404.4% | +1,863.6% | +2,540.9% | +1,643.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling