+30.6%
ORCL vs UL
+31.0%
-0.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.7% |
| 7D | -11.2% | +1.1% | -12.3% | -11.1% |
| 30D | -18.8% | +8.2% | -27.1% | -18.6% |
| 3M | -18.8% | +4.5% | -23.3% | -18.6% |
| 6M | -39.7% | +12.6% | -52.3% | -39.5% |
| YTD | -39.6% | +3.5% | -43.2% | -39.3% |
| 1Y | -51.7% | -0.4% | -51.3% | -51.3% |
| 3Y | +10.2% | +36.0% | -25.8% | +0.9% |
| All | +30.6% | +31.0% | -0.4% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling