+229.1%
UMC vs D
+15.9%
+213.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +11.4% | -1.6% | +13.0% | +11.0% |
| 30D | +16.8% | -3.5% | +20.3% | +15.9% |
| 3M | +19.1% | -1.6% | +20.7% | +18.7% |
| 6M | +137.4% | +5.8% | +131.6% | +139.9% |
| YTD | +186.4% | +14.5% | +171.9% | +195.4% |
| 1Y | +229.1% | +14.2% | +214.9% | +239.5% |
| All | +229.1% | +15.9% | +213.1% | +239.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling