+108.2%
UMC vs DECK
-13.4%
+121.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | -17.0% | +5.8% | -22.7% | -17.5% |
| 30D | -40.6% | +7.9% | -48.5% | -41.2% |
| 3M | -27.9% | -11.4% | -16.5% | -26.9% |
| 6M | -7.5% | -16.6% | +9.1% | -5.7% |
| YTD | +79.3% | -16.4% | +95.7% | +81.5% |
| 1Y | +92.8% | +8.6% | +84.2% | +86.0% |
| 3Y | +108.2% | -15.1% | +123.3% | +99.3% |
| All | +108.2% | -13.4% | +121.5% | +99.3% |
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