+18,127.3%
ORLY vs UMC
+292.0%
+17,835.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | -2.4% | +9.0% | -11.4% | -3.6% |
| 30D | -6.8% | +17.2% | -24.0% | -9.0% |
| 3M | -4.8% | +11.4% | -16.2% | -7.8% |
| 6M | -9.1% | +137.5% | -146.6% | -22.4% |
| YTD | -5.9% | +193.1% | -199.0% | -22.8% |
| 1Y | -20.4% | +240.3% | -260.7% | -36.4% |
| 3Y | +36.6% | +262.2% | -225.6% | +6.2% |
| 5Y | +117.3% | +143.1% | -25.8% | +76.3% |
| 10Y | +362.7% | +1,853.0% | -1,490.3% | +145.5% |
| All | +18,127.3% | +292.0% | +17,835.3% | +9,023.7% |
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 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