+253.9%
UMC vs NOC
+28.9%
+225.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | +11.4% | -1.8% | +13.1% | +11.0% |
| 30D | +16.8% | -9.4% | +26.2% | +14.4% |
| 3M | +19.1% | -3.8% | +22.9% | +18.9% |
| 6M | +137.4% | -28.8% | +166.2% | +129.7% |
| YTD | +186.4% | -7.9% | +194.3% | +185.4% |
| 1Y | +229.1% | -9.0% | +238.1% | +228.2% |
| All | +253.9% | +28.9% | +225.0% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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