+275.3%
UMC vs DTE
+1,121.9%
-846.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.4% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +20.8% | -0.5% | +21.3% | +21.0% |
| 3M | +16.1% | -6.0% | +22.2% | +18.9% |
| 6M | +137.3% | -7.2% | +144.5% | +142.9% |
| YTD | +193.8% | +7.2% | +186.6% | +180.5% |
| 1Y | +236.1% | +4.1% | +232.0% | +224.6% |
| 3Y | +267.1% | +46.9% | +220.2% | +191.8% |
| 5Y | +145.3% | +32.9% | +112.4% | +100.4% |
| 10Y | +1,857.3% | +144.5% | +1,712.8% | +873.7% |
| All | +275.3% | +1,121.9% | -846.6% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling