+1,181.6%
UMC vs DG
+577.8%
+603.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.0% | +9.1% | +5.6% |
| 7D | +6.6% | -2.5% | +9.1% | +6.9% |
| 30D | +16.6% | +1.0% | +15.5% | +16.3% |
| 3M | +11.0% | +20.3% | -9.3% | +7.7% |
| 6M | +131.3% | -11.7% | +143.0% | +134.0% |
| YTD | +182.5% | -2.3% | +184.8% | +181.4% |
| 1Y | +222.3% | +20.0% | +202.3% | +210.8% |
| 3Y | +253.0% | +7.2% | +245.8% | +236.8% |
| 5Y | +141.8% | -37.9% | +179.8% | +153.1% |
| 10Y | +1,772.2% | +107.3% | +1,664.9% | +1,485.1% |
| All | +1,181.6% | +577.8% | +603.9% | +665.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling