+253.9%
UMC vs DG
+3.3%
+250.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | +11.4% | -6.3% | +17.7% | +11.5% |
| 30D | +16.8% | +2.4% | +14.4% | +16.7% |
| 3M | +19.1% | +12.4% | +6.7% | +18.3% |
| 6M | +137.4% | -14.9% | +152.4% | +137.7% |
| YTD | +186.4% | -6.1% | +192.4% | +186.0% |
| 1Y | +229.1% | +17.9% | +211.2% | +227.0% |
| All | +253.9% | +3.3% | +250.6% | +249.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling