+46.4%
DRAM vs UMC
+84.6%
-38.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.5% |
| 7D | -14.7% | -8.3% | -6.4% | -8.5% |
| 30D | -28.9% | -34.5% | +5.6% | -2.9% |
| 3M | -18.1% | -20.0% | +1.9% | -4.3% |
| 6M | -23.0% | -0.7% | -22.3% | -6.9% |
| All | +46.4% | +84.6% | -38.2% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling