+10.6%
ORCL vs UMC
+126.5%
-115.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.5% | -4.3% | +1.3% |
| 7D | +0.5% | -9.2% | +9.6% | +2.7% |
| 30D | -15.3% | -35.1% | +19.9% | -6.1% |
| 3M | -18.2% | -20.5% | +2.2% | -13.6% |
| 6M | -38.4% | -1.7% | -36.7% | -39.4% |
| YTD | -37.7% | +92.8% | -130.5% | -50.9% |
| 1Y | -49.3% | +104.5% | -153.7% | -60.9% |
| 3Y | +10.6% | +129.8% | -119.2% | -20.7% |
| All | +10.6% | +126.5% | -115.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling