+115.0%
UMC vs DD
+49.3%
+65.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -14.7% | +8.7% | -23.4% | -17.0% |
| 30D | -32.9% | +15.3% | -48.2% | -36.1% |
| 3M | -22.2% | +5.9% | -28.1% | -23.5% |
| 6M | +25.9% | +11.6% | +14.3% | +21.0% |
| YTD | +107.9% | +26.5% | +81.4% | +97.3% |
| 1Y | +115.0% | +35.4% | +79.6% | +99.2% |
| All | +115.0% | +49.3% | +65.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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