+46.2%
ORCL vs UMAC
+549.5%
-503.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -7.0% | +1.8% |
| 7D | +15.0% | +14.7% | +0.3% | +14.0% |
| 30D | +10.5% | -0.5% | +11.0% | +10.2% |
| 3M | -23.0% | +0.5% | -23.5% | -23.8% |
| 6M | +7.0% | +57.9% | -50.9% | +2.6% |
| YTD | -15.8% | +103.9% | -119.7% | -20.3% |
| 1Y | -31.1% | +159.3% | -190.4% | -35.5% |
| All | +46.2% | +549.5% | -503.3% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling