+58.3%
DIA vs UMC
+262.0%
-203.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.1% |
| 7D | -1.2% | +13.6% | -14.9% | -2.4% |
| 30D | -2.7% | +20.8% | -23.4% | -4.4% |
| 3M | +3.3% | +16.1% | -12.9% | +0.7% |
| 6M | +10.4% | +137.3% | -126.9% | -1.8% |
| YTD | +10.0% | +193.8% | -183.8% | -6.5% |
| 1Y | +16.2% | +236.1% | -219.9% | -4.0% |
| All | +58.3% | +262.0% | -203.6% | +24.5% |
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