+363.4%
ORCL vs UL
+65.6%
+297.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +15.0% | -1.3% | +16.3% | +15.3% |
| 30D | +10.5% | +0.9% | +9.6% | +10.3% |
| 3M | -23.0% | +14.2% | -37.2% | -25.6% |
| 6M | +7.0% | -3.2% | +10.2% | +7.5% |
| YTD | -15.8% | -0.3% | -15.5% | -16.5% |
| 1Y | -31.1% | -8.8% | -22.3% | -30.1% |
| 3Y | +33.3% | +23.9% | +9.4% | +19.3% |
| 5Y | +94.3% | +21.4% | +73.0% | +72.8% |
| 10Y | +363.4% | +66.7% | +296.7% | +285.7% |
| All | +363.4% | +65.6% | +297.8% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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