+30.6%
ORCL vs URI
+166.6%
-136.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -11.2% | -9.8% | -1.4% | -8.6% |
| 30D | -18.8% | +1.7% | -20.6% | -19.1% |
| 3M | -18.8% | -9.1% | -9.7% | -16.8% |
| 6M | -39.7% | +9.9% | -49.6% | -41.6% |
| YTD | -39.6% | +31.2% | -70.9% | -45.7% |
| 1Y | -51.7% | +25.9% | -77.7% | -56.0% |
| 3Y | +10.2% | +147.4% | -137.1% | -20.4% |
| All | +30.6% | +166.6% | -136.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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