+32.7%
ORCL vs URA
+114.7%
-82.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.7% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | +10.0% | +7.4% | +2.6% | +6.5% |
| 3M | -32.6% | -8.4% | -24.2% | -30.3% |
| 6M | +4.9% | -12.7% | +17.7% | +9.5% |
| YTD | -17.8% | +7.8% | -25.5% | -22.4% |
| 1Y | -28.0% | +19.5% | -47.4% | -35.7% |
| All | +32.7% | +114.7% | -82.1% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling