+314.5%
DIS vs UMC
+157.8%
+156.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +0.3% |
| 7D | +5.3% | -9.2% | +14.5% | +7.2% |
| 30D | +10.2% | -35.1% | +45.4% | +20.8% |
| 3M | +13.5% | -20.5% | +34.0% | +17.7% |
| 6M | +11.1% | -1.7% | +12.9% | +6.0% |
| YTD | +5.5% | +92.8% | -87.3% | -16.4% |
| 1Y | +9.1% | +104.5% | -95.4% | -14.9% |
| 3Y | +36.0% | +129.8% | -93.8% | +0.8% |
| 5Y | -29.8% | +74.0% | -103.8% | -45.4% |
| 10Y | +36.6% | +1,198.4% | -1,161.8% | -41.7% |
| All | +314.5% | +157.8% | +156.6% | +69.8% |
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