+137.5%
UMC vs DAR
-6.7%
+144.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +11.4% | +0.9% | +10.4% | +11.2% |
| 30D | +16.8% | +6.4% | +10.4% | +15.0% |
| 3M | +19.1% | +13.2% | +5.9% | +15.6% |
| 6M | +137.4% | +26.2% | +111.3% | +124.2% |
| YTD | +186.4% | +84.4% | +102.0% | +147.8% |
| 1Y | +229.1% | +112.0% | +117.0% | +173.6% |
| 3Y | +257.9% | +13.4% | +244.5% | +242.7% |
| 5Y | +137.5% | -6.0% | +143.5% | +123.9% |
| All | +137.5% | -6.7% | +144.3% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling