+115.0%
UMC vs DRI
+34.0%
+81.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -1.1% |
| 7D | -14.7% | +6.5% | -21.2% | -13.5% |
| 30D | -32.9% | +16.4% | -49.3% | -31.0% |
| 3M | -22.2% | +13.6% | -35.8% | -19.8% |
| 6M | +25.9% | +22.0% | +3.9% | +30.7% |
| YTD | +107.9% | +29.3% | +78.6% | +112.0% |
| 1Y | +115.0% | +32.0% | +83.0% | +120.0% |
| All | +115.0% | +34.0% | +81.0% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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