+247.6%
DIA vs UMC
+1,863.6%
-1,616.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | -1.6% | +9.0% | -10.6% | -2.8% |
| 30D | -2.0% | +17.2% | -19.3% | -4.4% |
| 3M | +3.6% | +11.4% | -7.8% | +0.6% |
| 6M | +11.5% | +137.5% | -126.0% | -5.1% |
| YTD | +10.4% | +193.1% | -182.8% | -10.3% |
| 1Y | +15.6% | +240.3% | -224.7% | -8.7% |
| 3Y | +58.9% | +262.2% | -203.3% | +22.4% |
| 5Y | +65.3% | +143.1% | -77.8% | +32.6% |
| All | +247.6% | +1,863.6% | -1,616.0% | +81.6% |
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