+9.6%
ORCL vs USAR
-19.4%
+29.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +8.0% | -0.8% | +8.8% | +8.0% |
| 30D | -4.0% | -20.9% | +16.9% | -2.5% |
| 3M | -19.5% | -56.2% | +36.7% | -15.3% |
| 6M | -33.5% | -67.9% | +34.4% | -29.2% |
| YTD | -34.8% | -31.4% | -3.4% | -31.7% |
| 1Y | -41.6% | -45.1% | +3.4% | -38.8% |
| 3Y | +13.8% | -20.3% | +34.1% | +29.1% |
| All | +9.6% | -19.4% | +29.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling