+207.2%
UMC vs BTDR
-4.8%
+212.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.6% | +4.0% |
| 7D | +5.0% | +20.0% | -15.0% | +1.9% |
| 30D | +7.7% | +11.9% | -4.3% | +4.8% |
| 3M | +1.7% | -36.9% | +38.6% | +5.5% |
| 6M | +113.9% | +56.5% | +57.4% | +105.2% |
| YTD | +168.9% | +10.4% | +158.5% | +158.4% |
| 1Y | +207.2% | +3.1% | +204.1% | +209.1% |
| All | +207.2% | -4.8% | +212.0% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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