+42.7%
ORCL vs UL
+33.5%
+9.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.3% |
| 7D | +8.0% | +1.1% | +6.8% | +8.0% |
| 30D | -4.0% | +4.5% | -8.5% | -3.8% |
| 3M | -19.5% | +6.5% | -25.9% | -19.2% |
| 6M | -33.5% | +18.2% | -51.6% | -33.3% |
| YTD | -34.8% | +4.7% | -39.5% | -34.4% |
| 1Y | -41.6% | +0.8% | -42.4% | -41.0% |
| 3Y | +13.8% | +35.9% | -22.1% | +4.6% |
| All | +42.7% | +33.5% | +9.1% | +28.2% |
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