-28.0%
ORCL vs UMC
+209.4%
-237.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.4% |
| 7D | +5.3% | +5.0% | +0.3% | +4.4% |
| 30D | +10.0% | +7.7% | +2.3% | +8.6% |
| 3M | -32.6% | +1.7% | -34.2% | -32.8% |
| 6M | +4.9% | +113.9% | -109.0% | -4.8% |
| YTD | -17.8% | +168.9% | -186.6% | -31.2% |
| 1Y | -28.0% | +207.2% | -235.2% | -38.6% |
| All | -28.0% | +209.4% | -237.4% | -38.6% |
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