+62.7%
UMC vs DECK
+25.8%
+36.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.1% | -16.3% |
| 7D | -25.8% | +6.0% | -31.8% | -26.8% |
| 30D | -42.3% | +7.4% | -49.7% | -43.3% |
| 3M | -30.6% | -11.7% | -19.0% | -28.9% |
| 6M | -2.8% | -11.0% | +8.1% | -1.2% |
| YTD | +73.2% | -15.4% | +88.6% | +75.9% |
| 1Y | +75.5% | +7.2% | +68.2% | +66.3% |
| 3Y | +98.0% | -11.8% | +109.8% | +74.7% |
| 5Y | +62.7% | +24.3% | +38.4% | +7.3% |
| All | +62.7% | +25.8% | +36.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling