+1,082.0%
UMC vs DECK
+874.1%
+208.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | -17.0% | +5.8% | -22.7% | -18.0% |
| 30D | -40.6% | +7.9% | -48.5% | -41.7% |
| 3M | -27.9% | -11.4% | -16.5% | -26.3% |
| 6M | -7.5% | -16.6% | +9.1% | -4.7% |
| YTD | +79.3% | -16.4% | +95.7% | +82.4% |
| 1Y | +92.8% | +8.6% | +84.2% | +83.7% |
| 3Y | +108.2% | -15.1% | +123.3% | +98.1% |
| 5Y | +68.4% | +22.9% | +45.6% | +38.5% |
| All | +1,082.0% | +874.1% | +208.0% | +663.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling