+8.3%
DIS vs UMC
+112.5%
-104.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.1% |
| 7D | +9.1% | -14.7% | +23.8% | +8.8% |
| 30D | +14.8% | -32.9% | +47.7% | +14.3% |
| 3M | +21.2% | -22.2% | +43.3% | +20.6% |
| 6M | +18.3% | +25.9% | -7.6% | +13.1% |
| YTD | +5.4% | +107.9% | -102.6% | +2.2% |
| 1Y | +8.3% | +115.0% | -106.8% | +4.6% |
| All | +8.3% | +112.5% | -104.3% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling