+115.0%
UMC vs EOG
+45.9%
+69.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.2% | -4.0% |
| 7D | -14.7% | -8.6% | -6.1% | -17.4% |
| 30D | -32.9% | +2.8% | -35.6% | -31.8% |
| 3M | -22.2% | +3.2% | -25.3% | -20.8% |
| 6M | +25.9% | +5.3% | +20.6% | +31.6% |
| YTD | +107.9% | +44.5% | +63.4% | +129.9% |
| 1Y | +115.0% | +44.2% | +70.9% | +137.2% |
| All | +115.0% | +45.9% | +69.1% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling