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  • UMC vs DRI✓SelectedUSD · DRIUMC vs DRI performance historyLatest closeAs of+3.99%09/09
Stock and ETF performance explorer

UMC vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+145.3%
DRI return
+68.4%
Excess return
+76.9%
Maximum drawdown
-54.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+4.0%-1.6%+5.6%+4.5%
7D+13.6%-4.8%+18.4%+15.3%
30D+20.8%-3.9%+24.7%+22.1%
3M+16.1%+5.1%+11.1%+13.5%
6M+137.3%+5.5%+131.8%+131.0%
YTD+193.8%+16.5%+177.3%+173.1%
1Y+236.1%+2.0%+234.1%+227.9%
3Y+267.1%+54.5%+212.6%+188.3%
5Y+145.3%+66.6%+78.7%+75.2%
All+145.3%+68.4%+76.9%+75.2%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling