+121.3%
UMC vs DECK
+33,592.1%
-33,470.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.1% | -16.4% |
| 7D | -25.8% | +6.0% | -31.8% | -26.7% |
| 30D | -42.3% | +7.4% | -49.7% | -43.2% |
| 3M | -30.6% | -11.7% | -19.0% | -29.2% |
| 6M | -2.8% | -11.0% | +8.1% | -1.5% |
| YTD | +73.2% | -15.4% | +88.6% | +75.5% |
| 1Y | +75.5% | +7.2% | +68.2% | +69.4% |
| 3Y | +98.0% | -11.8% | +109.8% | +91.0% |
| 5Y | +62.7% | +24.3% | +38.4% | +44.1% |
| 10Y | +1,066.8% | +907.5% | +159.2% | +570.4% |
| All | +121.3% | +33,592.1% | -33,470.8% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling