+346.9%
ORCL vs URA
+359.3%
-12.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | +5.3% | +1.1% | +4.2% | +5.0% |
| 30D | +10.0% | +7.4% | +2.6% | +7.5% |
| 3M | -32.6% | -8.4% | -24.2% | -30.8% |
| 6M | +4.9% | -12.7% | +17.7% | +8.5% |
| YTD | -17.8% | +7.8% | -25.5% | -20.4% |
| 1Y | -28.0% | +19.5% | -47.4% | -32.6% |
| 3Y | +36.0% | +116.4% | -80.4% | +7.7% |
| 5Y | +88.7% | +134.3% | -45.6% | +40.8% |
| All | +346.9% | +359.3% | -12.3% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling