+4,770.1%
DELL vs UMC
+1,762.3%
+3,007.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.4% |
| 7D | +25.6% | +6.6% | +19.0% | +23.1% |
| 30D | +17.7% | +16.6% | +1.1% | +12.0% |
| 3M | +33.4% | +11.0% | +22.4% | +27.4% |
| 6M | +266.2% | +131.3% | +134.9% | +179.7% |
| YTD | +328.0% | +182.5% | +145.5% | +201.0% |
| 1Y | +339.6% | +222.3% | +117.3% | +196.4% |
| 3Y | +694.6% | +253.0% | +441.6% | +420.7% |
| 5Y | +1,122.0% | +141.8% | +980.1% | +748.4% |
| 10Y | +4,062.5% | +1,772.2% | +2,290.3% | +1,548.5% |
| All | +4,770.1% | +1,762.3% | +3,007.8% | +1,843.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling