+262.2%
UMC vs DGX
+96.4%
+165.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.5% |
| 7D | +9.0% | -0.9% | +9.9% | +8.9% |
| 30D | +17.2% | -1.2% | +18.4% | +17.1% |
| 3M | +11.4% | +15.8% | -4.4% | +12.2% |
| 6M | +137.5% | +18.2% | +119.3% | +139.3% |
| YTD | +193.1% | +37.2% | +155.9% | +190.5% |
| 1Y | +240.3% | +30.4% | +209.9% | +238.8% |
| 3Y | +262.2% | +96.7% | +165.5% | +252.2% |
| All | +262.2% | +96.4% | +165.8% | +252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling