+52.3%
XOM vs UMAC
+129.0%
-76.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.5% |
| 7D | +4.1% | -3.4% | +7.5% | +4.1% |
| 30D | +4.6% | -15.1% | +19.7% | +4.5% |
| 3M | +14.0% | -10.8% | +24.7% | +14.0% |
| 6M | +11.0% | +15.7% | -4.7% | +10.8% |
| YTD | +40.7% | +80.1% | -39.4% | +37.4% |
| 1Y | +52.3% | +116.7% | -64.4% | +51.7% |
| All | +52.3% | +129.0% | -76.7% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling