+12.3%
ORCL vs USAR
-18.3%
+30.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.4% | +4.5% | +8.5% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | -6.6% | -30.1% | +23.5% | -4.4% |
| 3M | -11.4% | -56.3% | +44.9% | -6.8% |
| 6M | -33.3% | -68.6% | +35.3% | -29.0% |
| YTD | -33.3% | -30.5% | -2.7% | -30.2% |
| 1Y | -44.9% | -53.5% | +8.6% | -42.2% |
| 3Y | +17.6% | -19.3% | +36.9% | +33.3% |
| All | +12.3% | -18.3% | +30.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling