+144.1%
UMC vs DT
-27.6%
+171.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +9.0% | -1.6% | +10.6% | +9.4% |
| 30D | +17.2% | +3.0% | +14.2% | +16.0% |
| 3M | +11.4% | +26.5% | -15.1% | +3.2% |
| 6M | +137.5% | +35.9% | +101.6% | +112.8% |
| YTD | +193.1% | +17.8% | +175.3% | +173.4% |
| 1Y | +240.3% | +4.1% | +236.2% | +229.6% |
| 3Y | +262.2% | +5.3% | +256.9% | +238.3% |
| All | +144.1% | -27.6% | +171.7% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling