+22.7%
ORLY vs UMAC
+473.8%
-451.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.3% |
| 7D | -2.4% | -3.4% | +1.1% | -2.4% |
| 30D | -6.8% | -15.1% | +8.3% | -6.8% |
| 3M | -4.8% | -10.8% | +6.0% | -4.7% |
| 6M | -9.1% | +15.7% | -24.8% | -8.8% |
| YTD | -5.9% | +80.1% | -86.1% | -5.3% |
| 1Y | -20.4% | +116.7% | -137.1% | -19.8% |
| All | +22.7% | +473.8% | -451.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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