+34.8%
DIS vs UMC
+234.1%
-199.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -2.1% |
| 7D | -2.6% | +5.0% | -7.5% | -3.0% |
| 30D | +3.5% | +7.7% | -4.2% | +2.8% |
| 3M | +6.8% | +1.7% | +5.2% | +4.9% |
| 6M | +3.0% | +113.9% | -110.9% | -9.8% |
| YTD | -6.7% | +168.9% | -175.6% | -22.5% |
| 1Y | -10.1% | +207.2% | -217.3% | -27.6% |
| All | +34.8% | +234.1% | -199.3% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling