+265.9%
UMC vs DVA
+7,959.1%
-7,693.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +11.4% | -0.2% | +11.6% | +11.4% |
| 30D | +16.8% | +1.7% | +15.1% | +16.2% |
| 3M | +19.1% | -8.7% | +27.8% | +21.2% |
| 6M | +137.4% | +19.7% | +117.8% | +122.6% |
| YTD | +186.4% | +59.6% | +126.8% | +144.3% |
| 1Y | +229.1% | +37.1% | +192.0% | +192.4% |
| 3Y | +257.9% | +89.8% | +168.1% | +178.2% |
| 5Y | +137.5% | +47.4% | +90.2% | +91.0% |
| 10Y | +1,808.2% | +184.9% | +1,623.3% | +1,015.4% |
| All | +265.9% | +7,959.1% | -7,693.2% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling