+253.9%
UMC vs EOG
+22.6%
+231.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +11.4% | +1.0% | +10.4% | +11.3% |
| 30D | +16.8% | +2.8% | +14.0% | +16.4% |
| 3M | +19.1% | +5.9% | +13.2% | +18.3% |
| 6M | +137.4% | +17.1% | +120.4% | +128.4% |
| YTD | +186.4% | +43.9% | +142.5% | +160.5% |
| 1Y | +229.1% | +26.9% | +202.2% | +210.2% |
| All | +253.9% | +22.6% | +231.3% | +226.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling