+137.4%
UMC vs DTE
-8.0%
+145.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -3.3% |
| 7D | +11.4% | -2.0% | +13.4% | +10.0% |
| 30D | +16.8% | -2.4% | +19.2% | +15.2% |
| 3M | +19.1% | -7.3% | +26.4% | +12.7% |
| 6M | +137.4% | -7.6% | +145.1% | +126.7% |
| All | +137.4% | -8.0% | +145.5% | +126.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling