+1,209.3%
UMC vs DBX
+16.6%
+1,192.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.7% |
| 7D | +6.6% | -1.3% | +7.9% | +6.8% |
| 30D | +16.6% | -2.9% | +19.4% | +17.0% |
| 3M | +11.0% | +23.8% | -12.8% | +4.2% |
| 6M | +131.3% | +26.2% | +105.1% | +114.0% |
| YTD | +182.5% | +21.6% | +160.9% | +163.4% |
| 1Y | +222.3% | +11.4% | +210.8% | +207.2% |
| 3Y | +253.0% | +21.3% | +231.8% | +219.5% |
| 5Y | +141.8% | +6.7% | +135.2% | +119.0% |
| All | +1,209.3% | +16.6% | +1,192.7% | +992.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling