+253.0%
UMC vs COO
-23.3%
+276.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.8% | +5.4% |
| 7D | +6.6% | -2.3% | +8.9% | +6.9% |
| 30D | +16.6% | -8.8% | +25.4% | +17.9% |
| 3M | +11.0% | +1.3% | +9.7% | +9.9% |
| 6M | +131.3% | -11.6% | +142.9% | +136.1% |
| YTD | +182.5% | -17.4% | +199.9% | +192.5% |
| 1Y | +222.3% | -1.6% | +223.9% | +220.0% |
| 3Y | +253.0% | -22.6% | +275.7% | +259.0% |
| All | +253.0% | -23.3% | +276.3% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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