+262.2%
UMC vs DVA
+89.6%
+172.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +9.0% | -1.3% | +10.3% | +9.1% |
| 30D | +17.2% | 0.0% | +17.2% | +17.2% |
| 3M | +11.4% | -10.9% | +22.3% | +12.4% |
| 6M | +137.5% | +17.3% | +120.2% | +131.6% |
| YTD | +193.1% | +59.8% | +133.3% | +180.5% |
| 1Y | +240.3% | +36.3% | +204.0% | +231.9% |
| 3Y | +262.2% | +88.6% | +173.6% | +243.2% |
| All | +262.2% | +89.6% | +172.6% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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