+134.2%
UMC vs DT
-11.4%
+145.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +11.2% | +3.1% | +8.1% | +10.8% |
| 30D | -28.0% | -29.5% | +1.5% | -25.6% |
| 3M | -20.5% | -11.7% | -8.8% | -19.3% |
| 6M | -1.6% | +29.0% | -30.6% | -5.5% |
| YTD | +99.4% | +3.4% | +96.0% | +98.4% |
| 1Y | +120.4% | -4.2% | +124.6% | +122.6% |
| 3Y | +134.2% | -12.8% | +147.1% | +128.6% |
| All | +134.2% | -11.4% | +145.6% | +128.6% |
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