+243.6%
UMC vs DAR
+11,489.3%
-11,245.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +4.7% |
| 7D | +5.0% | +1.4% | +3.6% | +4.8% |
| 30D | +7.7% | +12.8% | -5.1% | +6.0% |
| 3M | +1.7% | +7.4% | -5.7% | +0.7% |
| 6M | +113.9% | +22.3% | +91.7% | +108.3% |
| YTD | +168.9% | +81.1% | +87.8% | +149.8% |
| 1Y | +207.2% | +106.5% | +100.7% | +180.0% |
| 3Y | +227.7% | +5.3% | +222.4% | +217.8% |
| 5Y | +118.0% | -11.5% | +129.6% | +114.1% |
| 10Y | +1,682.1% | +353.3% | +1,328.8% | +1,335.8% |
| All | +243.6% | +11,489.3% | -11,245.8% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling