-41.5%
DIS vs UMC
+139.4%
-180.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.1% |
| 7D | -1.1% | +6.6% | -7.7% | -2.3% |
| 30D | +0.1% | +16.6% | -16.4% | -2.8% |
| 3M | +7.1% | +11.0% | -3.9% | +2.0% |
| 6M | +4.3% | +131.3% | -127.0% | -18.1% |
| YTD | -6.9% | +182.5% | -189.4% | -32.2% |
| 1Y | -10.3% | +222.3% | -232.6% | -37.5% |
| 3Y | +32.8% | +253.0% | -220.2% | -13.3% |
| 5Y | -41.5% | +141.8% | -183.3% | -61.1% |
| All | -41.5% | +139.4% | -180.9% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling