+128.8%
ORCL vs U
-29.6%
+158.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -2.1% |
| 7D | +8.0% | +2.6% | +5.4% | +7.6% |
| 30D | -4.0% | +27.6% | -31.5% | -7.3% |
| 3M | -19.5% | +15.3% | -34.8% | -21.3% |
| 6M | -33.5% | +96.4% | -129.9% | -39.3% |
| YTD | -34.8% | +19.6% | -54.4% | -38.1% |
| 1Y | -41.6% | +42.1% | -83.7% | -45.6% |
| 3Y | +13.8% | +87.5% | -73.8% | -0.9% |
| 5Y | +43.4% | -73.1% | +116.5% | +28.3% |
| All | +128.8% | -29.6% | +158.4% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling