+11.9%
OXY vs UMAC
+488.3%
-476.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | +0.9% | -4.0% | +4.9% | +1.0% |
| 30D | +3.6% | -9.4% | +13.0% | +3.6% |
| 3M | +7.1% | +3.0% | +4.1% | +6.6% |
| 6M | +15.7% | +27.2% | -11.5% | +13.6% |
| YTD | +50.1% | +84.7% | -34.6% | +45.5% |
| 1Y | +34.1% | +136.5% | -102.4% | +28.6% |
| All | +11.9% | +488.3% | -476.4% | +4.2% |
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 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