+986.0%
UMC vs DLR
+3,617.4%
-2,631.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | +6.6% | +3.4% | +3.2% | +5.1% |
| 30D | +16.6% | -2.2% | +18.8% | +17.4% |
| 3M | +11.0% | +4.7% | +6.3% | +8.2% |
| 6M | +131.3% | +9.0% | +122.3% | +121.8% |
| YTD | +182.5% | +24.1% | +158.3% | +156.0% |
| 1Y | +222.3% | +20.9% | +201.3% | +194.4% |
| 3Y | +253.0% | +60.0% | +193.0% | +180.1% |
| 5Y | +141.8% | +35.3% | +106.6% | +100.1% |
| 10Y | +1,772.2% | +165.8% | +1,606.5% | +935.8% |
| All | +986.0% | +3,617.4% | -2,631.5% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling