+476.6%
DUK vs UMC
+292.9%
+183.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.0% |
| 7D | -0.1% | +13.6% | -13.7% | -1.2% |
| 30D | +0.2% | +20.8% | -20.5% | -1.4% |
| 3M | -1.9% | +16.1% | -18.0% | -4.0% |
| 6M | -6.5% | +137.3% | -143.8% | -14.6% |
| YTD | +5.4% | +193.8% | -188.3% | -5.9% |
| 1Y | +3.6% | +236.1% | -232.5% | -8.9% |
| 3Y | +48.1% | +267.1% | -219.0% | +27.8% |
| 5Y | +39.6% | +145.3% | -105.7% | +23.3% |
| 10Y | +131.8% | +1,857.3% | -1,725.5% | +56.8% |
| All | +476.6% | +292.9% | +183.7% | +249.3% |
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