+314.8%
DIS vs UMC
+160.4%
+154.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +4.4% | -8.3% | +12.7% | +6.0% |
| 30D | +10.3% | -34.5% | +44.8% | +20.6% |
| 3M | +15.5% | -20.0% | +35.5% | +19.6% |
| 6M | +11.2% | -0.7% | +12.0% | +5.9% |
| YTD | +5.6% | +94.7% | -89.1% | -16.5% |
| 1Y | +7.7% | +106.0% | -98.2% | -16.1% |
| 3Y | +39.3% | +124.3% | -85.0% | +4.0% |
| 5Y | -29.5% | +78.0% | -107.5% | -45.5% |
| 10Y | +36.3% | +1,225.9% | -1,189.7% | -42.2% |
| All | +314.8% | +160.4% | +154.4% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling