+137.5%
UMC vs COO
-51.8%
+189.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.7% | +12.2% | +1.9% |
| 7D | +11.4% | -23.3% | +34.7% | +20.0% |
| 30D | +16.8% | -29.5% | +46.3% | +29.1% |
| 3M | +19.1% | -20.0% | +39.1% | +25.3% |
| 6M | +137.4% | -27.2% | +164.6% | +158.1% |
| YTD | +186.4% | -33.9% | +220.3% | +222.6% |
| 1Y | +229.1% | -19.9% | +249.0% | +241.8% |
| 3Y | +257.9% | -38.1% | +296.0% | +292.0% |
| 5Y | +137.5% | -52.0% | +189.5% | +193.3% |
| All | +137.5% | -51.8% | +189.3% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling