+265.9%
UMC vs DE
+6,816.0%
-6,550.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +11.4% | -2.4% | +13.8% | +12.7% |
| 30D | +16.8% | +9.7% | +7.1% | +10.9% |
| 3M | +19.1% | +21.4% | -2.3% | +7.3% |
| 6M | +137.4% | +15.0% | +122.4% | +117.5% |
| YTD | +186.4% | +46.4% | +140.0% | +128.7% |
| 1Y | +229.1% | +45.6% | +183.5% | +161.7% |
| 3Y | +257.9% | +76.8% | +181.1% | +148.3% |
| 5Y | +137.5% | +99.4% | +38.1% | +47.8% |
| 10Y | +1,808.2% | +864.6% | +943.6% | +313.7% |
| All | +265.9% | +6,816.0% | -6,550.1% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling