+137.3%
UMC vs DBX
+29.5%
+107.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +4.7% |
| 7D | +13.6% | +0.3% | +13.4% | +13.7% |
| 30D | +20.8% | 0.0% | +20.8% | +21.0% |
| 3M | +16.1% | +26.1% | -10.0% | +25.9% |
| 6M | +137.3% | +29.4% | +107.9% | +142.6% |
| All | +137.3% | +29.5% | +107.8% | +142.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling