-12.1%
DOW vs UMC
+1,725.4%
-1,737.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -2.5% |
| 7D | -1.4% | +9.0% | -10.4% | -3.0% |
| 30D | -3.9% | +17.2% | -21.2% | -6.9% |
| 3M | -12.7% | +11.4% | -24.1% | -16.4% |
| 6M | -13.7% | +137.5% | -151.2% | -31.7% |
| YTD | +28.4% | +193.1% | -164.7% | -5.4% |
| 1Y | +21.8% | +240.3% | -218.5% | -14.0% |
| 3Y | -35.7% | +262.2% | -297.9% | -55.9% |
| 5Y | -36.8% | +143.1% | -180.0% | -54.0% |
| All | -12.1% | +1,725.4% | -1,737.4% | -72.8% |
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 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