+10.2%
ORCL vs URA
+36.0%
-25.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -1.3% |
| 7D | -11.2% | -4.1% | -7.0% | -9.2% |
| 30D | -18.8% | -19.0% | +0.2% | -10.1% |
| 3M | -18.8% | -25.1% | +6.4% | -6.9% |
| 6M | -39.7% | -44.5% | +4.8% | -22.1% |
| YTD | -39.6% | -24.3% | -15.3% | -32.9% |
| 1Y | -51.7% | -28.1% | -23.6% | -45.3% |
| 3Y | +10.2% | +40.7% | -30.4% | -4.2% |
| All | +10.2% | +36.0% | -25.7% | -4.2% |
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