+263.0%
UMC vs DRI
+54.2%
+208.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.1% |
| 7D | +13.6% | -4.8% | +18.4% | +14.1% |
| 30D | +20.8% | -3.9% | +24.7% | +21.2% |
| 3M | +16.1% | +5.1% | +11.1% | +15.2% |
| 6M | +137.3% | +5.5% | +131.8% | +135.2% |
| YTD | +193.8% | +16.5% | +177.3% | +184.2% |
| 1Y | +236.1% | +2.0% | +234.1% | +234.0% |
| All | +263.0% | +54.2% | +208.8% | +213.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling