+33,471.1%
ORCL vs UL
+2,661.1%
+30,810.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.3% | -1.3% | +6.6% | +5.7% |
| 30D | +10.0% | +0.5% | +9.5% | +9.7% |
| 3M | -32.6% | +17.6% | -50.2% | -36.6% |
| 6M | +4.9% | -5.4% | +10.3% | +5.7% |
| YTD | -17.8% | +0.7% | -18.5% | -19.3% |
| 1Y | -28.0% | -9.3% | -18.7% | -27.2% |
| 3Y | +36.0% | +24.5% | +11.5% | +20.4% |
| 5Y | +88.7% | +23.2% | +65.5% | +65.1% |
| 10Y | +346.9% | +64.5% | +282.4% | +242.0% |
| All | +33,471.1% | +2,661.1% | +30,810.1% | +8,230.4% |
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