+1.7%
OXY vs UMC
+261.2%
-259.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | +2.8% | +9.0% | -6.2% | +2.4% |
| 30D | +5.5% | +17.2% | -11.8% | +4.7% |
| 3M | +11.3% | +11.4% | -0.1% | +9.8% |
| 6M | +11.6% | +137.5% | -125.9% | +0.8% |
| YTD | +51.6% | +193.1% | -141.5% | +29.2% |
| 1Y | +36.2% | +240.3% | -204.1% | +11.7% |
| 3Y | +1.7% | +262.2% | -260.5% | -22.6% |
| All | +1.7% | +261.2% | -259.5% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling