+1.5%
ORCL vs USAR
-18.7%
+20.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | 0.0% |
| 7D | -11.2% | -14.5% | +3.4% | -10.2% |
| 30D | -18.8% | -37.8% | +19.0% | -16.3% |
| 3M | -18.8% | -52.8% | +34.0% | -14.9% |
| 6M | -39.7% | -71.2% | +31.5% | -35.7% |
| YTD | -39.6% | -30.9% | -8.8% | -36.8% |
| 1Y | -51.7% | -48.0% | -3.7% | -49.4% |
| 3Y | +10.2% | -19.7% | +29.9% | +25.0% |
| All | +1.5% | -18.7% | +20.3% | +13.7% |
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 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