+404.3%
ORCL vs UMC
+259.6%
+144.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +1.9% |
| 7D | +5.3% | +5.0% | +0.3% | +3.8% |
| 30D | +10.0% | +7.7% | +2.3% | +7.6% |
| 3M | -32.6% | +1.7% | -34.2% | -34.2% |
| 6M | +4.9% | +113.9% | -109.0% | -17.2% |
| YTD | -17.8% | +168.9% | -186.6% | -40.1% |
| 1Y | -28.0% | +207.2% | -235.2% | -49.5% |
| 3Y | +36.0% | +227.7% | -191.7% | -7.6% |
| 5Y | +88.7% | +118.0% | -29.3% | +39.1% |
| 10Y | +346.9% | +1,682.1% | -1,335.2% | +62.0% |
| All | +404.3% | +259.6% | +144.7% | +77.6% |
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