+115.0%
UMC vs DGX
+45.0%
+70.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -0.4% |
| 7D | -14.7% | +4.1% | -18.8% | -12.9% |
| 30D | -32.9% | +10.5% | -43.4% | -29.4% |
| 3M | -22.2% | +9.8% | -32.0% | -18.2% |
| 6M | +25.9% | +34.6% | -8.6% | +43.2% |
| YTD | +107.9% | +49.8% | +58.1% | +136.0% |
| 1Y | +115.0% | +46.0% | +69.0% | +142.9% |
| All | +115.0% | +45.0% | +70.1% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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