+160.7%
UMC vs DAR
+9,741.8%
-9,581.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.2% |
| 7D | +17.8% | +9.2% | +8.6% | +16.6% |
| 30D | -29.6% | -12.3% | -17.3% | -28.4% |
| 3M | -18.4% | -12.7% | -5.7% | -17.1% |
| 6M | -0.1% | -12.8% | +12.6% | +1.4% |
| YTD | +104.0% | +53.8% | +50.3% | +93.3% |
| 1Y | +121.5% | +60.3% | +61.2% | +108.6% |
| 3Y | +135.0% | +31.7% | +103.3% | +122.5% |
| 5Y | +83.0% | -27.7% | +110.8% | +84.3% |
| 10Y | +1,312.7% | +309.8% | +1,002.9% | +1,054.0% |
| All | +160.7% | +9,741.8% | -9,581.1% | +84.9% |
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