+246.0%
ORCL vs UMC
+1,204.4%
-958.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -6.5% | -8.3% | +1.8% | -5.0% |
| 30D | -16.6% | -34.5% | +17.9% | -9.2% |
| 3M | -21.6% | -20.0% | -1.6% | -18.2% |
| 6M | -39.4% | -0.7% | -38.6% | -40.2% |
| YTD | -38.7% | +94.7% | -133.4% | -48.1% |
| 1Y | -50.4% | +106.0% | -156.3% | -58.5% |
| 3Y | +8.1% | +124.3% | -116.2% | -12.1% |
| 5Y | +34.5% | +78.0% | -43.4% | +10.9% |
| 10Y | +246.0% | +1,225.9% | -979.9% | +80.2% |
| All | +246.0% | +1,204.4% | -958.4% | +80.2% |
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