+154.7%
UMC vs COO
+1,465.5%
-1,310.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +11.2% | +0.5% | +10.7% | +11.0% |
| 30D | -28.0% | +14.2% | -42.2% | -31.2% |
| 3M | -20.5% | -18.2% | -2.3% | -16.2% |
| 6M | -1.6% | +5.3% | -6.9% | -5.5% |
| YTD | +99.4% | -23.6% | +122.9% | +112.5% |
| 1Y | +120.4% | -12.7% | +133.1% | +124.1% |
| 3Y | +134.2% | -24.2% | +158.4% | +142.2% |
| 5Y | +78.8% | -40.0% | +118.8% | +98.7% |
| 10Y | +1,280.4% | +41.6% | +1,238.9% | +1,031.4% |
| All | +154.7% | +1,465.5% | -1,310.8% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling