+263.0%
UMC vs DLR
+58.6%
+204.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +13.6% | +2.9% | +10.7% | +12.6% |
| 30D | +20.8% | -1.2% | +21.9% | +21.1% |
| 3M | +16.1% | +2.9% | +13.2% | +14.6% |
| 6M | +137.3% | +6.7% | +130.6% | +131.9% |
| YTD | +193.8% | +23.9% | +169.9% | +172.9% |
| 1Y | +236.1% | +18.6% | +217.5% | +216.4% |
| All | +263.0% | +58.6% | +204.3% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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