+122.5%
UMC vs DECK
+25.5%
+97.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.2% |
| 7D | +5.0% | -2.2% | +7.2% | +5.5% |
| 30D | +7.7% | -13.6% | +21.3% | +11.1% |
| 3M | +1.7% | -21.2% | +22.9% | +6.6% |
| 6M | +113.9% | -21.1% | +135.0% | +123.6% |
| YTD | +168.9% | -17.2% | +186.1% | +175.1% |
| 1Y | +207.2% | -30.7% | +237.9% | +227.3% |
| 3Y | +227.7% | -3.4% | +231.0% | +181.0% |
| All | +122.5% | +25.5% | +97.0% | +46.5% |
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