+636.7%
DELL vs UMC
+252.9%
+383.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -4.5% |
| 7D | -1.9% | +11.4% | -13.3% | -5.6% |
| 30D | +14.9% | +16.8% | -1.9% | +8.3% |
| 3M | +37.2% | +19.1% | +18.1% | +26.0% |
| 6M | +254.0% | +137.4% | +116.5% | +148.8% |
| YTD | +306.1% | +186.4% | +119.8% | +149.1% |
| 1Y | +312.3% | +229.1% | +83.2% | +133.0% |
| All | +636.7% | +252.9% | +383.8% | +304.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling