+24,538.0%
ORCL vs UL
+2,738.5%
+21,799.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | -11.2% | +1.1% | -12.3% | -11.7% |
| 30D | -18.8% | +8.2% | -27.1% | -21.4% |
| 3M | -18.8% | +4.5% | -23.3% | -20.5% |
| 6M | -39.7% | +12.6% | -52.3% | -43.0% |
| YTD | -39.6% | +3.5% | -43.2% | -41.7% |
| 1Y | -51.7% | -0.4% | -51.3% | -53.0% |
| 3Y | +10.2% | +36.0% | -25.8% | -6.1% |
| 5Y | +30.8% | +30.9% | -0.1% | +11.3% |
| 10Y | +252.1% | +97.5% | +154.5% | +150.4% |
| All | +24,538.0% | +2,738.5% | +21,799.5% | +5,917.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling