+265.9%
UMC vs DLTR
+723.1%
-457.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +11.4% | -9.4% | +20.8% | +14.2% |
| 30D | +16.8% | -7.3% | +24.1% | +18.9% |
| 3M | +19.1% | +7.6% | +11.5% | +16.1% |
| 6M | +137.4% | +1.6% | +135.9% | +133.1% |
| YTD | +186.4% | -3.5% | +189.9% | +183.6% |
| 1Y | +229.1% | +20.0% | +209.0% | +205.0% |
| 3Y | +257.9% | +2.3% | +255.6% | +230.1% |
| 5Y | +137.5% | +31.5% | +106.0% | +94.1% |
| 10Y | +1,808.2% | +45.4% | +1,762.8% | +1,275.7% |
| All | +265.9% | +723.1% | -457.2% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling