+262.2%
UMC vs DTE
+43.4%
+218.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.3% |
| 7D | +9.0% | -2.6% | +11.6% | +8.9% |
| 30D | +17.2% | -4.4% | +21.6% | +17.0% |
| 3M | +11.4% | -8.3% | +19.7% | +10.7% |
| 6M | +137.5% | -8.1% | +145.6% | +135.9% |
| YTD | +193.1% | +4.4% | +188.7% | +188.9% |
| 1Y | +240.3% | +0.2% | +240.1% | +236.0% |
| 3Y | +262.2% | +42.6% | +219.6% | +241.3% |
| All | +262.2% | +43.4% | +218.8% | +241.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling