+137.3%
UMC vs DE
+16.1%
+121.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +13.6% | -3.0% | +16.7% | +14.2% |
| 30D | +20.8% | +11.1% | +9.6% | +18.0% |
| 3M | +16.1% | +17.6% | -1.5% | +13.6% |
| 6M | +137.3% | +13.6% | +123.7% | +136.1% |
| All | +137.3% | +16.1% | +121.2% | +136.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling