+336.5%
ORCL vs UMC
+1,818.5%
-1,482.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.9% |
| 7D | -0.7% | +11.4% | -12.1% | -2.8% |
| 30D | +5.1% | +16.8% | -11.7% | +1.8% |
| 3M | -23.7% | +19.1% | -42.8% | -27.3% |
| 6M | +3.1% | +137.4% | -134.4% | -14.9% |
| YTD | -20.8% | +186.4% | -207.2% | -38.0% |
| 1Y | -52.9% | +229.1% | -282.0% | -64.2% |
| 3Y | +25.4% | +257.9% | -232.5% | -6.9% |
| 5Y | +82.4% | +137.5% | -55.1% | +40.9% |
| All | +336.5% | +1,818.5% | -1,482.0% | +109.5% |
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