+749.9%
XOM vs UMC
+292.9%
+457.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.6% |
| 7D | 0.0% | +13.6% | -13.6% | -2.0% |
| 30D | +3.4% | +20.8% | -17.3% | +0.3% |
| 3M | +11.0% | +16.1% | -5.1% | +6.5% |
| 6M | +10.6% | +137.3% | -126.7% | -6.9% |
| YTD | +39.2% | +193.8% | -154.5% | +12.0% |
| 1Y | +52.7% | +236.1% | -183.4% | +19.8% |
| 3Y | +56.8% | +267.1% | -210.3% | +19.2% |
| 5Y | +261.8% | +145.3% | +116.5% | +188.2% |
| 10Y | +191.3% | +1,857.3% | -1,666.0% | +51.9% |
| All | +749.9% | +292.9% | +457.0% | +298.4% |
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