+144.1%
UMC vs DTE
+30.3%
+113.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.4% |
| 7D | +9.0% | -2.6% | +11.6% | +9.2% |
| 30D | +17.2% | -4.4% | +21.6% | +17.6% |
| 3M | +11.4% | -8.3% | +19.7% | +11.8% |
| 6M | +137.5% | -8.1% | +145.6% | +138.0% |
| YTD | +193.1% | +4.4% | +188.7% | +188.7% |
| 1Y | +240.3% | +0.2% | +240.1% | +236.8% |
| 3Y | +262.2% | +42.6% | +219.6% | +236.5% |
| All | +144.1% | +30.3% | +113.8% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling