+1,842.6%
UMC vs DD
+66.6%
+1,776.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +9.0% | -3.5% | +12.5% | +10.4% |
| 30D | +17.2% | -11.7% | +28.9% | +22.6% |
| 3M | +11.4% | -9.2% | +20.6% | +15.2% |
| 6M | +137.5% | -7.2% | +144.7% | +143.2% |
| YTD | +193.1% | +6.6% | +186.5% | +184.2% |
| 1Y | +240.3% | +32.0% | +208.3% | +203.1% |
| 3Y | +262.2% | +42.1% | +220.1% | +206.2% |
| 5Y | +143.1% | +58.1% | +85.1% | +95.9% |
| All | +1,842.6% | +66.6% | +1,776.0% | +1,360.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling