+29.8%
ORCL vs URA
+27.0%
+2.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.3% | -1.7% | -4.9% |
| 7D | -17.5% | -13.3% | -4.2% | -12.8% |
| 30D | -20.2% | -25.9% | +5.7% | -10.4% |
| 3M | -19.9% | -27.8% | +7.8% | -9.3% |
| 6M | -37.4% | -42.8% | +5.4% | -23.4% |
| YTD | -40.1% | -27.5% | -12.6% | -33.2% |
| 1Y | -53.4% | -35.1% | -18.2% | -46.1% |
| 3Y | +10.4% | +31.1% | -20.6% | +0.9% |
| 5Y | +29.8% | +29.8% | 0.0% | +11.4% |
| All | +29.8% | +27.0% | +2.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling