+4.9%
ORCL vs UMAC
+197.5%
-192.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | +0.1% |
| 7D | -11.2% | -23.4% | +12.2% | -9.6% |
| 30D | -18.8% | -45.6% | +26.8% | -15.7% |
| 3M | -18.8% | -50.9% | +32.1% | -15.4% |
| 6M | -39.7% | -16.5% | -23.2% | -39.5% |
| YTD | -39.6% | -6.6% | -33.0% | -40.1% |
| 1Y | -51.7% | +10.7% | -62.4% | -52.5% |
| All | +4.9% | +197.5% | -192.6% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling