+77.6%
UMC vs DG
-35.8%
+113.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.3% |
| 7D | +11.2% | +0.3% | +10.9% | +11.2% |
| 30D | -28.0% | +3.2% | -31.3% | -28.2% |
| 3M | -20.5% | +10.4% | -31.0% | -21.3% |
| 6M | -1.6% | +33.2% | -34.7% | -4.6% |
| YTD | +99.4% | +3.0% | +96.4% | +97.8% |
| 1Y | +120.4% | +31.2% | +89.2% | +113.5% |
| 3Y | +134.2% | +21.8% | +112.4% | +123.1% |
| All | +77.6% | -35.8% | +113.4% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling