+207.2%
UMC vs DBX
+20.4%
+186.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +4.2% |
| 7D | +5.0% | -2.4% | +7.4% | +4.7% |
| 30D | +7.7% | -0.5% | +8.2% | +7.7% |
| 3M | +1.7% | +28.1% | -26.4% | +4.9% |
| 6M | +113.9% | +33.1% | +80.8% | +118.3% |
| YTD | +168.9% | +25.3% | +143.6% | +182.2% |
| 1Y | +207.2% | +18.3% | +188.9% | +227.6% |
| All | +207.2% | +20.4% | +186.8% | +227.6% |
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