-41.6%
ORCL vs UMC
+117.0%
-158.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +8.0% | +11.2% | -3.2% | +5.7% |
| 30D | -4.0% | -28.0% | +24.1% | +1.7% |
| 3M | -19.5% | -20.5% | +1.1% | -15.8% |
| 6M | -33.5% | -1.6% | -31.9% | -31.5% |
| YTD | -34.8% | +99.4% | -134.2% | -39.4% |
| 1Y | -41.6% | +120.4% | -162.0% | -51.0% |
| All | -41.6% | +117.0% | -158.7% | -51.0% |
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