+1,272.7%
UMC vs DAR
+311.7%
+961.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +11.2% | +11.6% | -0.4% | +8.4% |
| 30D | -28.0% | -10.2% | -17.8% | -26.2% |
| 3M | -20.5% | -14.8% | -5.7% | -17.7% |
| 6M | -1.6% | -10.1% | +8.5% | +0.6% |
| YTD | +99.4% | +55.5% | +43.8% | +78.5% |
| 1Y | +120.4% | +61.7% | +58.7% | +95.1% |
| 3Y | +134.2% | +37.2% | +97.1% | +106.8% |
| 5Y | +78.8% | -26.9% | +105.8% | +82.4% |
| All | +1,272.7% | +311.7% | +961.1% | +884.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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