+207.2%
UMC vs DTE
+3.0%
+204.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.3% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +7.7% | -2.6% | +10.2% | +6.8% |
| 3M | +1.7% | -3.9% | +5.6% | -0.5% |
| 6M | +113.9% | -7.9% | +121.8% | +109.8% |
| YTD | +168.9% | +7.2% | +161.7% | +164.1% |
| 1Y | +207.2% | +3.1% | +204.1% | +192.8% |
| All | +207.2% | +3.0% | +204.2% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling