-39.7%
ORCL vs U
+89.8%
-129.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.9% |
| 7D | -11.2% | +36.6% | -47.7% | -21.3% |
| 30D | -18.8% | +13.3% | -32.1% | -21.9% |
| 3M | -18.8% | +26.2% | -44.9% | -25.8% |
| 6M | -39.7% | +88.7% | -128.5% | -56.2% |
| All | -39.7% | +89.8% | -129.5% | -56.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling