+115.0%
UMC vs BTDR
-69.9%
+184.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.6% | -1.0% |
| 7D | -14.7% | -17.6% | +2.9% | -11.6% |
| 30D | -32.9% | -40.3% | +7.4% | -26.4% |
| 3M | -22.2% | -42.6% | +20.5% | -15.1% |
| 6M | +25.9% | -46.3% | +72.2% | +38.7% |
| YTD | +107.9% | -41.7% | +149.7% | +122.3% |
| 1Y | +115.0% | -69.4% | +184.4% | +140.7% |
| All | +115.0% | -69.9% | +184.9% | +140.7% |
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