+43.8%
EOG vs UMAC
+488.3%
-444.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.3% |
| 7D | +1.0% | -4.0% | +5.0% | +1.0% |
| 30D | +2.8% | -9.4% | +12.2% | +2.8% |
| 3M | +5.9% | +3.0% | +2.9% | +5.7% |
| 6M | +17.1% | +27.2% | -10.1% | +16.1% |
| YTD | +43.9% | +84.7% | -40.8% | +41.7% |
| 1Y | +26.9% | +136.5% | -109.6% | +24.1% |
| All | +43.8% | +488.3% | -444.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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