+188.8%
ORCL vs U
-44.5%
+233.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +5.3% | -3.8% | +9.1% | +5.8% |
| 30D | +10.0% | +17.5% | -7.5% | +7.5% |
| 3M | -32.6% | +38.7% | -71.3% | -35.5% |
| 6M | +4.9% | +104.4% | -99.5% | -4.3% |
| YTD | -17.8% | -5.7% | -12.1% | -19.1% |
| 1Y | -28.0% | +3.7% | -31.7% | -30.3% |
| 3Y | +36.0% | +12.3% | +23.7% | +25.1% |
| 5Y | +88.7% | -68.8% | +157.5% | +75.6% |
| All | +188.8% | -44.5% | +233.3% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling