-49.5%
ORCL vs UMC
+112.5%
-162.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.6% |
| 7D | -14.4% | -14.7% | +0.3% | -11.8% |
| 30D | -12.8% | -32.9% | +20.0% | -6.3% |
| 3M | -14.8% | -22.2% | +7.4% | -10.6% |
| 6M | -30.9% | +25.9% | -56.8% | -31.3% |
| YTD | -35.7% | +107.9% | -143.6% | -42.8% |
| 1Y | -49.5% | +115.0% | -164.5% | -55.9% |
| All | -49.5% | +112.5% | -162.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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