+240.3%
UMC vs DD
+34.9%
+205.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +9.0% | -3.5% | +12.5% | +10.1% |
| 30D | +17.2% | -11.7% | +28.9% | +21.9% |
| 3M | +11.4% | -9.2% | +20.6% | +14.7% |
| 6M | +137.5% | -7.2% | +144.7% | +142.1% |
| YTD | +193.1% | +6.6% | +186.5% | +196.9% |
| 1Y | +240.3% | +32.0% | +208.3% | +230.4% |
| All | +240.3% | +34.9% | +205.4% | +230.4% |
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