+115.0%
UMC vs DLTR
+45.2%
+69.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.6% | -11.7% | -2.0% |
| 7D | -14.7% | +15.6% | -30.2% | -14.7% |
| 30D | -32.9% | +29.9% | -62.7% | -33.4% |
| 3M | -22.2% | +12.5% | -34.6% | -21.9% |
| 6M | +25.9% | +56.3% | -30.4% | +20.6% |
| YTD | +107.9% | +19.5% | +88.4% | +90.4% |
| 1Y | +115.0% | +44.0% | +71.0% | +88.7% |
| All | +115.0% | +45.2% | +69.8% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling