+33.3%
ORCL vs UMC
+252.5%
-219.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.2% |
| 7D | +15.0% | +6.6% | +8.4% | +13.3% |
| 30D | +10.5% | +16.6% | -6.0% | +6.6% |
| 3M | -23.0% | +11.0% | -34.0% | -26.0% |
| 6M | +7.0% | +131.3% | -124.3% | -15.0% |
| YTD | -15.8% | +182.5% | -198.3% | -39.2% |
| 1Y | -31.1% | +222.3% | -253.3% | -52.7% |
| 3Y | +33.3% | +253.0% | -219.8% | -11.9% |
| All | +33.3% | +252.5% | -219.3% | -11.9% |
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