+132.1%
ORCL vs U
-33.1%
+165.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +10.4% | +2.8% | +7.5% | +9.9% |
| 30D | -11.2% | +7.6% | -18.8% | -12.3% |
| 3M | -16.8% | +12.7% | -29.5% | -18.4% |
| 6M | -31.5% | +87.0% | -118.4% | -37.1% |
| YTD | -33.9% | +13.6% | -47.5% | -36.8% |
| 1Y | -43.3% | +25.3% | -68.5% | -46.3% |
| 3Y | +16.5% | +85.8% | -69.3% | +1.8% |
| 5Y | +45.4% | -74.5% | +119.9% | +31.0% |
| All | +132.1% | -33.1% | +165.2% | +104.1% |
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