+31.9%
DIS vs UMC
+1,272.7%
-1,240.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | +1.9% | +11.2% | -9.3% | +0.1% |
| 30D | +9.2% | -28.0% | +37.2% | +14.6% |
| 3M | +13.5% | -20.5% | +34.1% | +16.4% |
| 6M | +14.3% | -1.6% | +15.8% | +9.3% |
| YTD | +5.4% | +99.4% | -94.0% | -14.4% |
| 1Y | +12.2% | +120.4% | -108.2% | -11.0% |
| 3Y | +37.2% | +134.2% | -97.0% | +5.4% |
| 5Y | -23.1% | +78.8% | -102.0% | -39.5% |
| All | +31.9% | +1,272.7% | -1,240.9% | -33.6% |
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 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