-49.5%
ORCL vs UMAC
+2.9%
-52.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.9% | +8.9% | 0.0% |
| 7D | -14.4% | -26.0% | +11.7% | -9.7% |
| 30D | -12.8% | -40.3% | +27.5% | -4.7% |
| 3M | -14.8% | -51.1% | +36.4% | -5.1% |
| 6M | -30.9% | -5.6% | -25.2% | -33.8% |
| YTD | -35.7% | +2.3% | -37.9% | -42.4% |
| 1Y | -49.5% | +7.9% | -57.3% | -56.7% |
| All | -49.5% | +2.9% | -52.4% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling