+270.1%
ORCL vs UMC
+139.8%
+130.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | -11.2% | -17.0% | +5.8% | -6.8% |
| 30D | -18.8% | -40.6% | +21.8% | -6.9% |
| 3M | -18.8% | -27.9% | +9.1% | -11.9% |
| 6M | -39.7% | -7.5% | -32.3% | -40.3% |
| YTD | -39.6% | +79.3% | -118.9% | -51.2% |
| 1Y | -51.7% | +92.8% | -144.5% | -61.7% |
| 3Y | +10.2% | +108.2% | -97.9% | -15.6% |
| 5Y | +30.8% | +68.4% | -37.6% | +3.3% |
| 10Y | +252.1% | +1,107.7% | -855.7% | +41.2% |
| All | +270.1% | +139.8% | +130.3% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling