+110.2%
ORCL vs U
-34.9%
+145.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +14.9% | -21.9% | -8.9% |
| 7D | -17.5% | +24.3% | -41.8% | -20.1% |
| 30D | -20.2% | +8.6% | -28.7% | -21.2% |
| 3M | -19.9% | +37.6% | -57.5% | -23.6% |
| 6M | -37.4% | +78.5% | -115.9% | -42.2% |
| YTD | -40.1% | +10.5% | -50.6% | -42.5% |
| 1Y | -53.4% | +15.2% | -68.6% | -55.5% |
| 3Y | +10.4% | +76.6% | -66.1% | -3.0% |
| 5Y | +29.8% | -67.9% | +97.7% | +17.7% |
| All | +110.2% | -34.9% | +145.2% | +85.6% |
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