+77.6%
UMC vs DT
-37.8%
+115.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +11.2% | +3.1% | +8.1% | +10.3% |
| 30D | -28.0% | -29.5% | +1.5% | -21.2% |
| 3M | -20.5% | -11.7% | -8.8% | -18.3% |
| 6M | -1.6% | +29.0% | -30.6% | -10.6% |
| YTD | +99.4% | +3.4% | +96.0% | +91.6% |
| 1Y | +120.4% | -4.2% | +124.6% | +117.1% |
| 3Y | +134.2% | -12.8% | +147.1% | +130.7% |
| All | +77.6% | -37.8% | +115.4% | +60.7% |
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