+101.1%
UMC vs DECK
-12.4%
+113.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.1% | -16.5% |
| 7D | -25.8% | +6.0% | -31.8% | -26.3% |
| 30D | -42.3% | +7.4% | -49.7% | -42.8% |
| 3M | -30.6% | -11.7% | -19.0% | -29.7% |
| 6M | -2.8% | -11.0% | +8.1% | -1.9% |
| YTD | +73.2% | -15.4% | +88.6% | +75.1% |
| 1Y | +75.5% | +7.2% | +68.2% | +69.8% |
| All | +101.1% | -12.4% | +113.5% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling