+390.1%
ORCL vs URA
-53.7%
+443.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.3% | -1.7% | -5.2% |
| 7D | -17.5% | -13.3% | -4.2% | -13.4% |
| 30D | -20.2% | -25.9% | +5.7% | -11.8% |
| 3M | -19.9% | -27.8% | +7.8% | -10.8% |
| 6M | -37.4% | -42.8% | +5.4% | -25.2% |
| YTD | -40.1% | -27.5% | -12.6% | -34.1% |
| 1Y | -53.4% | -35.1% | -18.2% | -47.0% |
| 3Y | +10.4% | +31.1% | -20.6% | +0.2% |
| 5Y | +29.8% | +29.8% | 0.0% | +13.7% |
| 10Y | +249.2% | +265.1% | -15.9% | +102.2% |
| All | +390.1% | -53.7% | +443.8% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling