+976.9%
OXY vs UMC
+283.0%
+693.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | +0.9% | +11.4% | -10.5% | -1.6% |
| 30D | +3.6% | +16.8% | -13.2% | -0.4% |
| 3M | +7.1% | +19.1% | -12.0% | +0.2% |
| 6M | +15.7% | +137.4% | -121.8% | -10.2% |
| YTD | +50.1% | +186.4% | -136.2% | +9.7% |
| 1Y | +34.1% | +229.1% | -195.0% | -5.7% |
| 3Y | -1.5% | +257.9% | -259.4% | -33.4% |
| 5Y | +162.0% | +137.5% | +24.4% | +90.6% |
| 10Y | +5.1% | +1,808.2% | -1,803.1% | -56.7% |
| All | +976.9% | +283.0% | +693.9% | +297.3% |
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