+260.9%
UMC vs EOG
+2,091.5%
-1,830.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +4.9% | +5.0% |
| 7D | +6.6% | -2.0% | +8.6% | +7.3% |
| 30D | +16.6% | +7.9% | +8.7% | +13.5% |
| 3M | +11.0% | +4.5% | +6.5% | +8.5% |
| 6M | +131.3% | +12.3% | +119.0% | +118.8% |
| YTD | +182.5% | +41.9% | +140.6% | +146.3% |
| 1Y | +222.3% | +27.8% | +194.4% | +190.2% |
| 3Y | +253.0% | +21.8% | +231.2% | +217.6% |
| 5Y | +141.8% | +174.0% | -32.2% | +57.9% |
| 10Y | +1,772.2% | +110.4% | +1,661.9% | +1,025.1% |
| All | +260.9% | +2,091.5% | -1,830.6% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling