+1,145.9%
DELL vs UMC
+143.5%
+1,002.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.6% | +11.1% |
| 7D | +8.2% | +9.0% | -0.8% | +4.7% |
| 30D | +17.1% | +17.2% | -0.2% | +9.5% |
| 3M | +45.2% | +11.4% | +33.8% | +35.8% |
| 6M | +286.8% | +137.5% | +149.3% | +161.2% |
| YTD | +354.8% | +193.1% | +161.7% | +167.9% |
| 1Y | +358.3% | +240.3% | +118.0% | +149.9% |
| 3Y | +724.9% | +262.2% | +462.7% | +331.2% |
| All | +1,145.9% | +143.5% | +1,002.4% | +592.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling