+118.7%
ORCL vs U
-31.4%
+150.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +0.5% | +32.3% | -31.8% | -3.4% |
| 30D | -15.3% | +9.7% | -25.0% | -16.5% |
| 3M | -18.2% | +19.6% | -37.8% | -20.4% |
| 6M | -38.4% | +82.6% | -121.1% | -43.3% |
| YTD | -37.7% | +16.4% | -54.2% | -40.6% |
| 1Y | -49.3% | +28.5% | -77.7% | -52.2% |
| 3Y | +10.6% | +103.8% | -93.1% | -4.2% |
| 5Y | +35.5% | -70.0% | +105.5% | +21.9% |
| All | +118.7% | -31.4% | +150.1% | +91.7% |
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