+137.3%
UMC vs DLTR
+3.4%
+133.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.5% | +4.7% |
| 7D | +13.6% | -10.2% | +23.9% | +15.6% |
| 30D | +20.8% | -8.5% | +29.2% | +22.3% |
| 3M | +16.1% | +5.6% | +10.6% | +12.8% |
| 6M | +137.3% | +2.2% | +135.1% | +127.4% |
| All | +137.3% | +3.4% | +133.9% | +127.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling