+1,198.4%
UMC vs DECK
+938.4%
+260.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.3% | +3.2% | +6.6% |
| 7D | -9.2% | +6.4% | -15.5% | -10.3% |
| 30D | -35.1% | +9.1% | -44.2% | -36.4% |
| 3M | -20.5% | -7.2% | -13.2% | -19.5% |
| 6M | -1.7% | -9.9% | +8.2% | -0.5% |
| YTD | +92.8% | -12.8% | +105.5% | +94.4% |
| 1Y | +104.5% | +10.6% | +93.9% | +94.3% |
| 3Y | +129.8% | -13.8% | +143.7% | +118.4% |
| 5Y | +74.0% | +27.6% | +46.4% | +41.9% |
| 10Y | +1,198.4% | +887.0% | +311.4% | +722.7% |
| All | +1,198.4% | +938.4% | +260.0% | +722.7% |
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