+253.9%
UMC vs DBX
+25.2%
+228.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +11.4% | -1.8% | +13.2% | +11.5% |
| 30D | +16.8% | +2.8% | +13.9% | +16.5% |
| 3M | +19.1% | +26.8% | -7.7% | +16.3% |
| 6M | +137.4% | +32.8% | +104.7% | +128.6% |
| YTD | +186.4% | +26.1% | +160.3% | +178.7% |
| 1Y | +229.1% | +14.1% | +214.9% | +226.4% |
| All | +253.9% | +25.2% | +228.7% | +228.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling