+31.5%
ORCL vs UL
+26.1%
+5.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.3% | -1.3% | +6.6% | +4.8% |
| 30D | +10.0% | +0.5% | +9.5% | +10.1% |
| 3M | -32.6% | +17.6% | -50.2% | -28.8% |
| 6M | +4.9% | -5.4% | +10.3% | +5.6% |
| YTD | -17.8% | +0.7% | -18.5% | -16.4% |
| 1Y | -28.0% | -9.3% | -18.7% | -27.2% |
| All | +31.5% | +26.1% | +5.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling