+263.0%
UMC vs DT
+6.3%
+256.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +13.6% | -0.5% | +14.2% | +13.6% |
| 30D | +20.8% | +0.1% | +20.7% | +20.6% |
| 3M | +16.1% | +24.1% | -8.0% | +12.3% |
| 6M | +137.3% | +30.1% | +107.2% | +125.8% |
| YTD | +193.8% | +16.8% | +177.0% | +186.4% |
| 1Y | +236.1% | -0.1% | +236.2% | +238.5% |
| All | +263.0% | +6.3% | +256.7% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling