+137.5%
UMC vs DLR
+39.0%
+98.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.8% |
| 7D | +11.4% | -1.3% | +12.7% | +11.9% |
| 30D | +16.8% | -2.9% | +19.6% | +17.9% |
| 3M | +19.1% | +3.2% | +15.9% | +17.0% |
| 6M | +137.4% | +3.9% | +133.6% | +133.0% |
| YTD | +186.4% | +21.4% | +164.9% | +164.2% |
| 1Y | +229.1% | +9.7% | +219.4% | +215.4% |
| 3Y | +257.9% | +56.5% | +201.3% | +189.0% |
| 5Y | +137.5% | +41.5% | +96.0% | +85.8% |
| All | +137.5% | +39.0% | +98.5% | +85.8% |
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