+257.2%
XOM vs UMC
+143.5%
+113.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | +4.1% | +9.0% | -4.9% | +3.6% |
| 30D | +4.6% | +17.2% | -12.7% | +3.6% |
| 3M | +14.0% | +11.4% | +2.6% | +12.2% |
| 6M | +11.0% | +137.5% | -126.5% | +0.1% |
| YTD | +40.7% | +193.1% | -152.4% | +22.3% |
| 1Y | +52.3% | +240.3% | -188.0% | +29.1% |
| 3Y | +60.5% | +262.2% | -201.7% | +32.0% |
| All | +257.2% | +143.5% | +113.7% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling