+38.4%
ORCL vs USAR
+74.0%
-35.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.1% |
| 7D | +5.3% | -2.1% | +7.4% | +5.4% |
| 30D | +10.0% | +2.6% | +7.3% | +9.7% |
| 3M | -32.6% | -35.0% | +2.4% | -31.5% |
| 6M | +4.9% | -6.9% | +11.8% | +5.2% |
| YTD | -17.8% | +48.0% | -65.7% | -17.9% |
| 1Y | -28.0% | +24.8% | -52.8% | -27.9% |
| 3Y | +36.0% | +73.2% | -37.2% | +45.5% |
| All | +38.4% | +74.0% | -35.7% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling