+1,842.6%
UMC vs DG
+101.8%
+1,740.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | +9.0% | -6.5% | +15.5% | +9.8% |
| 30D | +17.2% | +4.2% | +13.1% | +16.6% |
| 3M | +11.4% | +9.5% | +1.9% | +9.7% |
| 6M | +137.5% | -13.1% | +150.6% | +140.4% |
| YTD | +193.1% | -4.8% | +197.9% | +193.0% |
| 1Y | +240.3% | +20.6% | +219.7% | +229.3% |
| 3Y | +262.2% | +4.9% | +257.3% | +248.7% |
| 5Y | +143.1% | -37.9% | +181.0% | +158.3% |
| All | +1,842.6% | +101.8% | +1,740.8% | +1,752.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling