-10.4%
DOW vs UMC
+1,659.3%
-1,669.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.6% | -0.5% |
| 7D | -2.9% | +6.6% | -9.5% | -4.1% |
| 30D | +2.0% | +16.6% | -14.6% | -1.1% |
| 3M | -12.5% | +11.0% | -23.6% | -16.4% |
| 6M | -9.2% | +131.3% | -140.5% | -27.9% |
| YTD | +30.8% | +182.5% | -151.7% | -3.0% |
| 1Y | +29.4% | +222.3% | -192.9% | -7.5% |
| 3Y | -34.6% | +253.0% | -287.6% | -54.9% |
| 5Y | -35.9% | +141.8% | -177.8% | -53.4% |
| All | -10.4% | +1,659.3% | -1,669.7% | -72.0% |
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