-32.3%
ORCL vs UMC
+235.1%
-267.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.2% |
| 7D | +10.9% | +13.6% | -2.7% | +8.7% |
| 30D | +7.0% | +20.8% | -13.8% | +3.8% |
| 3M | -21.2% | +16.1% | -37.3% | -23.2% |
| 6M | +7.4% | +137.3% | -129.9% | -4.3% |
| YTD | -16.3% | +193.8% | -210.0% | -31.5% |
| 1Y | -32.3% | +236.1% | -268.4% | -45.0% |
| All | -32.3% | +235.1% | -267.4% | -45.0% |
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