+753.7%
DIA vs UMC
+277.8%
+475.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.0% |
| 7D | +0.1% | +6.6% | -6.5% | -1.2% |
| 30D | -2.1% | +16.6% | -18.6% | -4.9% |
| 3M | +4.2% | +11.0% | -6.9% | +0.5% |
| 6M | +11.9% | +131.3% | -119.4% | -6.9% |
| YTD | +10.8% | +182.5% | -171.7% | -12.1% |
| 1Y | +17.5% | +222.3% | -204.7% | -9.3% |
| 3Y | +59.9% | +253.0% | -193.1% | +19.5% |
| 5Y | +64.1% | +141.8% | -77.7% | +28.8% |
| 10Y | +246.2% | +1,772.2% | -1,526.0% | +70.5% |
| All | +753.7% | +277.8% | +475.9% | +284.0% |
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