+128.8%
UMC vs COO
-22.9%
+151.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -8.3% | +4.5% | -12.8% | -8.6% |
| 30D | -34.5% | +16.9% | -51.4% | -35.5% |
| 3M | -20.0% | -16.7% | -3.3% | -18.2% |
| 6M | -0.7% | +5.9% | -6.7% | -3.2% |
| YTD | +94.7% | -22.4% | +117.2% | +102.8% |
| 1Y | +106.0% | -10.1% | +116.1% | +107.5% |
| All | +128.8% | -22.9% | +151.7% | +129.1% |
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