+115.0%
UMC vs DE
+49.6%
+65.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -14.7% | +5.6% | -20.3% | -15.0% |
| 30D | -32.9% | -0.8% | -32.0% | -32.7% |
| 3M | -22.2% | +9.8% | -32.0% | -22.8% |
| 6M | +25.9% | +17.5% | +8.4% | +25.7% |
| YTD | +107.9% | +46.5% | +61.5% | +124.2% |
| 1Y | +115.0% | +46.1% | +68.9% | +131.5% |
| All | +115.0% | +49.6% | +65.4% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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