+747.9%
DIA vs UMC
+166.6%
+581.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | +2.1% | +11.2% | -9.1% | +0.1% |
| 30D | +1.5% | -28.0% | +29.5% | +7.1% |
| 3M | -2.4% | -20.5% | +18.1% | +0.6% |
| 6M | +6.0% | -1.6% | +7.5% | +3.0% |
| YTD | +10.1% | +99.4% | -89.3% | -7.8% |
| 1Y | +11.8% | +120.4% | -108.6% | -8.2% |
| 3Y | +59.7% | +134.2% | -74.5% | +27.5% |
| 5Y | +57.9% | +78.8% | -21.0% | +29.9% |
| 10Y | +236.2% | +1,280.4% | -1,044.2% | +73.4% |
| All | +747.9% | +166.6% | +581.3% | +302.5% |
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 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