-50.4%
ORCL vs U
+21.4%
-71.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | -6.5% | +24.4% | -30.9% | -13.0% |
| 30D | -16.6% | +7.4% | -23.9% | -18.6% |
| 3M | -21.6% | +16.8% | -38.4% | -25.7% |
| 6M | -39.4% | +78.8% | -118.1% | -49.9% |
| YTD | -38.7% | +14.0% | -52.6% | -45.8% |
| 1Y | -50.4% | +16.7% | -67.1% | -56.5% |
| All | -50.4% | +21.4% | -71.7% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling