+253.9%
UMC vs DD
+41.5%
+212.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +11.4% | -2.9% | +14.3% | +12.4% |
| 30D | +16.8% | -11.5% | +28.3% | +21.6% |
| 3M | +19.1% | -5.4% | +24.5% | +21.1% |
| 6M | +137.4% | -6.9% | +144.3% | +142.3% |
| YTD | +186.4% | +6.9% | +179.5% | +179.3% |
| 1Y | +229.1% | +35.6% | +193.4% | +195.3% |
| All | +253.9% | +41.5% | +212.4% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling