+1,272.7%
UMC vs D
+48.0%
+1,224.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +11.2% | -1.4% | +12.6% | +11.3% |
| 30D | -28.0% | +7.7% | -35.8% | -28.4% |
| 3M | -20.5% | -0.3% | -20.2% | -20.5% |
| 6M | -1.6% | +10.1% | -11.6% | -2.3% |
| YTD | +99.4% | +19.1% | +80.3% | +96.6% |
| 1Y | +120.4% | +15.9% | +104.5% | +117.7% |
| 3Y | +134.2% | +75.0% | +59.2% | +122.5% |
| 5Y | +78.8% | +13.4% | +65.5% | +76.0% |
| All | +1,272.7% | +48.0% | +1,224.7% | +1,265.4% |
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