-32.3%
ORCL vs UMAC
+141.5%
-173.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.8% | +0.5% |
| 7D | +10.9% | +3.3% | +7.6% | +10.2% |
| 30D | +7.0% | -10.4% | +17.4% | +7.7% |
| 3M | -21.2% | +1.8% | -23.0% | -23.7% |
| 6M | +7.4% | +40.7% | -33.4% | -5.6% |
| YTD | -16.3% | +90.9% | -107.2% | -31.6% |
| 1Y | -32.3% | +151.8% | -184.1% | -52.1% |
| All | -32.3% | +141.5% | -173.8% | -52.1% |
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