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  • UMC vs DRI✓SelectedUSD · DRIUMC vs DRI performance historyLatest closeAs of+4.58%09/04
Stock and ETF performance explorer

UMC vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+243.6%
DRI return
+3,803.8%
Excess return
-3,560.2%
Maximum drawdown
-89.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+4.6%-0.5%+5.1%+4.7%
7D+5.0%+0.6%+4.4%+4.7%
30D+7.7%+3.8%+3.8%+6.3%
3M+1.7%+13.0%-11.4%-2.9%
6M+113.9%+8.3%+105.6%+106.8%
YTD+168.9%+20.6%+148.3%+149.7%
1Y+207.2%+6.5%+200.7%+195.7%
3Y+227.7%+53.7%+174.0%+174.9%
5Y+118.0%+72.7%+45.4%+74.9%
10Y+1,682.1%+363.2%+1,319.0%+791.6%
All+243.6%+3,803.8%-3,560.2%-12.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling