+144.1%
UMC vs DE
+97.2%
+47.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +9.0% | -2.6% | +11.6% | +9.8% |
| 30D | +17.2% | +9.0% | +8.2% | +14.1% |
| 3M | +11.4% | +19.1% | -7.7% | +5.6% |
| 6M | +137.5% | +14.4% | +123.1% | +126.9% |
| YTD | +193.1% | +45.9% | +147.2% | +157.9% |
| 1Y | +240.3% | +43.6% | +196.7% | +199.7% |
| 3Y | +262.2% | +75.9% | +186.3% | +190.4% |
| All | +144.1% | +97.2% | +47.0% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling