+77.6%
UMC vs DRI
+78.6%
-1.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +11.2% | +1.1% | +10.1% | +10.9% |
| 30D | -28.0% | +9.7% | -37.7% | -30.1% |
| 3M | -20.5% | +3.2% | -23.7% | -21.5% |
| 6M | -1.6% | +20.6% | -22.1% | -8.3% |
| YTD | +99.4% | +28.3% | +71.1% | +79.1% |
| 1Y | +120.4% | +34.5% | +85.9% | +93.8% |
| 3Y | +134.2% | +66.5% | +67.7% | +78.5% |
| All | +77.6% | +78.6% | -1.0% | +19.5% |
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