+13.0%
OXY vs UMAC
+473.8%
-460.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | +2.8% | -3.4% | +6.2% | +2.9% |
| 30D | +5.5% | -15.1% | +20.5% | +5.6% |
| 3M | +11.3% | -10.8% | +22.1% | +11.2% |
| 6M | +11.6% | +15.7% | -4.1% | +9.8% |
| YTD | +51.6% | +80.1% | -28.6% | +46.9% |
| 1Y | +36.2% | +116.7% | -80.5% | +30.9% |
| All | +13.0% | +473.8% | -460.8% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling