+115.0%
UMC vs DG
+45.3%
+69.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.5% | -10.6% | -1.5% |
| 7D | -14.7% | +12.3% | -26.9% | -14.0% |
| 30D | -32.9% | +19.3% | -52.2% | -32.5% |
| 3M | -22.2% | +11.9% | -34.0% | -21.6% |
| 6M | +25.9% | +25.0% | +0.9% | +24.5% |
| YTD | +107.9% | +8.7% | +99.2% | +108.5% |
| 1Y | +115.0% | +44.7% | +70.3% | +105.6% |
| All | +115.0% | +45.3% | +69.8% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling