-44.9%
ORCL vs USAR
-52.4%
+7.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.4% | +4.5% | +7.8% |
| 7D | +3.8% | +0.8% | +3.0% | +3.4% |
| 30D | -6.6% | -30.1% | +23.5% | +0.6% |
| 3M | -11.4% | -56.3% | +44.9% | +4.6% |
| 6M | -33.3% | -68.6% | +35.3% | -17.6% |
| YTD | -33.3% | -30.5% | -2.7% | -26.3% |
| 1Y | -44.9% | -53.5% | +8.6% | -36.7% |
| All | -44.9% | -52.4% | +7.5% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling