+260.9%
UMC vs NOC
+2,321.1%
-2,060.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.8% |
| 7D | +6.6% | -2.7% | +9.3% | +7.5% |
| 30D | +16.6% | -8.9% | +25.4% | +19.9% |
| 3M | +11.0% | -3.7% | +14.7% | +11.1% |
| 6M | +131.3% | -30.8% | +162.1% | +159.0% |
| YTD | +182.5% | -7.9% | +190.4% | +183.0% |
| 1Y | +222.3% | -9.4% | +231.7% | +223.9% |
| 3Y | +253.0% | +29.0% | +224.1% | +198.5% |
| 5Y | +141.8% | +56.1% | +85.8% | +80.1% |
| 10Y | +1,772.2% | +186.3% | +1,586.0% | +818.8% |
| All | +260.9% | +2,321.1% | -2,060.1% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling