+144.1%
UMC vs EOG
+169.9%
-25.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | +1.5% | +7.5% | +8.7% |
| 30D | +17.2% | +2.9% | +14.3% | +16.5% |
| 3M | +11.4% | +8.7% | +2.7% | +9.3% |
| 6M | +137.5% | +12.9% | +124.6% | +129.1% |
| YTD | +193.1% | +43.8% | +149.3% | +165.7% |
| 1Y | +240.3% | +27.1% | +213.2% | +218.0% |
| 3Y | +262.2% | +25.9% | +236.3% | +234.5% |
| All | +144.1% | +169.9% | -25.8% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling