+265.9%
UMC vs DGX
+1,203.2%
-937.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.9% |
| 7D | +11.4% | -3.5% | +14.8% | +12.7% |
| 30D | +16.8% | -2.7% | +19.5% | +17.7% |
| 3M | +19.1% | +13.9% | +5.2% | +12.9% |
| 6M | +137.4% | +16.0% | +121.4% | +122.4% |
| YTD | +186.4% | +34.9% | +151.4% | +153.5% |
| 1Y | +229.1% | +30.6% | +198.5% | +194.0% |
| 3Y | +257.9% | +93.0% | +164.9% | +172.1% |
| 5Y | +137.5% | +64.4% | +73.1% | +89.3% |
| 10Y | +1,808.2% | +248.1% | +1,560.1% | +987.8% |
| All | +265.9% | +1,203.2% | -937.3% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling