+154.7%
UMC vs DRI
+4,050.8%
-3,896.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.2% |
| 3M | -20.5% | +3.2% | -23.7% | -21.7% |
| 6M | -1.6% | +20.6% | -22.1% | -8.3% |
| YTD | +99.4% | +28.3% | +71.1% | +80.8% |
| 1Y | +120.4% | +34.5% | +85.9% | +96.5% |
| 3Y | +134.2% | +66.5% | +67.7% | +90.9% |
| 5Y | +78.8% | +79.6% | -0.8% | +41.3% |
| 10Y | +1,280.4% | +333.8% | +946.6% | +609.3% |
| All | +154.7% | +4,050.8% | -3,896.1% | -36.7% |
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