+77.6%
UMC vs DLR
+35.0%
+42.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.5% |
| 7D | +11.2% | +3.3% | +7.9% | +9.8% |
| 30D | -28.0% | +4.6% | -32.6% | -29.0% |
| 3M | -20.5% | -8.3% | -12.3% | -17.6% |
| 6M | -1.6% | -5.6% | +4.1% | +0.5% |
| YTD | +99.4% | +18.7% | +80.7% | +85.8% |
| 1Y | +120.4% | +17.1% | +103.3% | +106.4% |
| 3Y | +134.2% | +54.4% | +79.9% | +89.2% |
| All | +77.6% | +35.0% | +42.6% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling