-53.4%
ORCL vs USB
+33.6%
-87.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -6.7% |
| 7D | -17.5% | -1.5% | -16.0% | -17.3% |
| 30D | -20.2% | +4.3% | -24.5% | -20.5% |
| 3M | -19.9% | -6.1% | -13.9% | -19.3% |
| 6M | -37.4% | +9.4% | -46.8% | -38.0% |
| YTD | -40.1% | +15.2% | -55.3% | -42.3% |
| 1Y | -53.4% | +32.8% | -86.1% | -56.9% |
| All | -53.4% | +33.6% | -87.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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