+262.2%
UMC vs DLTR
+1.4%
+260.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +9.0% | -10.1% | +19.1% | +10.1% |
| 30D | +17.2% | -8.1% | +25.4% | +18.1% |
| 3M | +11.4% | +2.9% | +8.5% | +10.6% |
| 6M | +137.5% | +4.3% | +133.2% | +134.1% |
| YTD | +193.1% | -3.9% | +197.0% | +189.5% |
| 1Y | +240.3% | +18.9% | +221.4% | +227.6% |
| 3Y | +262.2% | +1.9% | +260.3% | +242.1% |
| All | +262.2% | +1.4% | +260.8% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling