+1,857.3%
UMC vs D
+34.1%
+1,823.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.1% |
| 7D | +13.6% | -0.4% | +14.1% | +13.6% |
| 30D | +20.8% | -2.1% | +22.8% | +20.9% |
| 3M | +16.1% | -0.7% | +16.9% | +16.1% |
| 6M | +137.3% | +5.6% | +131.7% | +135.9% |
| YTD | +193.8% | +14.6% | +179.2% | +190.2% |
| 1Y | +236.1% | +15.3% | +220.7% | +231.6% |
| 3Y | +267.1% | +59.1% | +208.0% | +250.3% |
| 5Y | +145.3% | +3.9% | +141.4% | +142.9% |
| 10Y | +1,857.3% | +38.5% | +1,818.8% | +1,796.1% |
| All | +1,857.3% | +34.1% | +1,823.3% | +1,796.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling