+243.6%
UMC vs DRI
+3,803.8%
-3,560.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 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