+8.3%
DUK vs UMC
+112.5%
-104.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.3% |
| 7D | +4.9% | -14.7% | +19.5% | +4.0% |
| 30D | +13.8% | -32.9% | +46.7% | +11.7% |
| 3M | +5.2% | -22.2% | +27.4% | +4.1% |
| 6M | +3.5% | +25.9% | -22.4% | +3.5% |
| YTD | +13.5% | +107.9% | -94.5% | +16.7% |
| 1Y | +8.3% | +115.0% | -106.7% | +12.2% |
| All | +8.3% | +112.5% | -104.2% | +12.2% |
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