+270.3%
ORCL vs UMC
+1,272.7%
-1,002.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +8.0% | +11.2% | -3.2% | +5.6% |
| 30D | -4.0% | -28.0% | +24.1% | +2.5% |
| 3M | -19.5% | -20.5% | +1.1% | -15.8% |
| 6M | -33.5% | -1.6% | -31.9% | -34.3% |
| YTD | -34.8% | +99.4% | -134.2% | -45.1% |
| 1Y | -41.6% | +120.4% | -162.0% | -51.9% |
| 3Y | +13.8% | +134.2% | -120.5% | -8.2% |
| 5Y | +43.4% | +78.8% | -35.5% | +17.9% |
| All | +270.3% | +1,272.7% | -1,002.5% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling