+137.5%
UMC vs NOC
+57.3%
+80.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | +11.4% | -1.8% | +13.1% | +11.2% |
| 30D | +16.8% | -9.4% | +26.2% | +15.7% |
| 3M | +19.1% | -3.8% | +22.9% | +19.0% |
| 6M | +137.4% | -28.8% | +166.2% | +135.5% |
| YTD | +186.4% | -7.9% | +194.3% | +185.6% |
| 1Y | +229.1% | -9.0% | +238.1% | +228.3% |
| 3Y | +257.9% | +29.1% | +228.8% | +254.5% |
| 5Y | +137.5% | +58.9% | +78.6% | +135.4% |
| All | +137.5% | +57.3% | +80.3% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling