+22.3%
DIS vs UMC
+1,867.9%
-1,845.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.5% |
| 7D | -3.5% | +13.6% | -17.1% | -5.7% |
| 30D | +1.0% | +20.8% | -19.8% | -2.5% |
| 3M | +5.7% | +16.1% | -10.5% | +0.6% |
| 6M | +3.3% | +137.3% | -134.0% | -15.7% |
| YTD | -7.7% | +193.8% | -201.5% | -28.9% |
| 1Y | -10.0% | +236.1% | -246.0% | -32.8% |
| 3Y | +31.7% | +267.1% | -235.4% | -5.4% |
| 5Y | -42.2% | +145.3% | -187.5% | -56.4% |
| 10Y | +22.3% | +1,857.3% | -1,835.0% | -41.0% |
| All | +22.3% | +1,867.9% | -1,845.6% | -41.0% |
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 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