+137.3%
UMC vs DVA
+22.0%
+115.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.6% |
| 7D | +13.6% | +2.0% | +11.6% | +13.1% |
| 30D | +20.8% | -0.4% | +21.1% | +20.8% |
| 3M | +16.1% | -7.7% | +23.8% | +16.7% |
| 6M | +137.3% | +20.0% | +117.3% | +111.1% |
| All | +137.3% | +22.0% | +115.3% | +111.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling