+77.5%
XOM vs UMAC
+488.3%
-410.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.6% |
| 7D | +1.9% | -4.0% | +5.9% | +1.9% |
| 30D | +4.1% | -9.4% | +13.5% | +4.1% |
| 3M | +10.4% | +3.0% | +7.4% | +10.2% |
| 6M | +13.0% | +27.2% | -14.2% | +12.2% |
| YTD | +40.1% | +84.7% | -44.6% | +38.2% |
| 1Y | +51.1% | +136.5% | -85.4% | +48.5% |
| All | +77.5% | +488.3% | -410.7% | +73.8% |
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