+240.3%
UMC vs BTDR
-13.8%
+254.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +1.8% |
| 7D | +9.0% | -3.4% | +12.4% | +9.6% |
| 30D | +17.2% | +32.6% | -15.3% | +11.4% |
| 3M | +11.4% | -32.2% | +43.6% | +15.0% |
| 6M | +137.5% | +52.4% | +85.2% | +128.5% |
| YTD | +193.1% | +6.7% | +186.4% | +182.9% |
| 1Y | +240.3% | -15.2% | +255.5% | +244.9% |
| All | +240.3% | -13.8% | +254.1% | +244.9% |
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