+115.0%
UMC vs DBX
+22.5%
+92.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -1.4% |
| 7D | -14.7% | -1.1% | -13.5% | -14.9% |
| 30D | -32.9% | +5.0% | -37.9% | -32.0% |
| 3M | -22.2% | +4.6% | -26.8% | -21.0% |
| 6M | +25.9% | +43.9% | -18.0% | +32.9% |
| YTD | +107.9% | +29.9% | +78.1% | +124.9% |
| 1Y | +115.0% | +24.6% | +90.4% | +134.5% |
| All | +115.0% | +22.5% | +92.5% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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