+1,258.5%
UMC vs DBX
+22.6%
+1,235.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +9.0% | +2.1% | +6.9% | +8.4% |
| 30D | +17.2% | +5.7% | +11.5% | +15.4% |
| 3M | +11.4% | +31.8% | -20.4% | +3.1% |
| 6M | +137.5% | +37.5% | +100.1% | +115.3% |
| YTD | +193.1% | +27.9% | +165.2% | +170.2% |
| 1Y | +240.3% | +15.0% | +225.3% | +222.4% |
| 3Y | +262.2% | +27.2% | +235.0% | +224.4% |
| 5Y | +143.1% | +12.8% | +130.3% | +117.5% |
| All | +1,258.5% | +22.6% | +1,235.8% | +1,020.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling