+115.4%
ORCL vs U
-32.9%
+148.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | -6.5% | +24.4% | -30.9% | -9.4% |
| 30D | -16.6% | +7.4% | -23.9% | -17.6% |
| 3M | -21.6% | +16.8% | -38.4% | -23.5% |
| 6M | -39.4% | +78.8% | -118.1% | -44.0% |
| YTD | -38.7% | +14.0% | -52.6% | -41.4% |
| 1Y | -50.4% | +16.7% | -67.1% | -52.7% |
| 3Y | +8.1% | +86.4% | -78.3% | -5.6% |
| 5Y | +34.5% | -71.5% | +106.0% | +21.4% |
| All | +115.4% | -32.9% | +148.3% | +89.4% |
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