+33,471.1%
ORCL vs USB
+8,537.0%
+24,934.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.2% |
| 7D | +5.3% | +1.4% | +3.8% | +4.8% |
| 30D | +10.0% | -1.3% | +11.3% | +10.5% |
| 3M | -32.6% | +15.2% | -47.8% | -35.7% |
| 6M | +4.9% | +18.8% | -13.9% | -1.1% |
| YTD | -17.8% | +21.0% | -38.8% | -23.1% |
| 1Y | -28.0% | +34.0% | -62.0% | -35.1% |
| 3Y | +36.0% | +95.3% | -59.3% | +6.7% |
| 5Y | +88.7% | +40.4% | +48.4% | +60.5% |
| 10Y | +346.9% | +107.3% | +239.6% | +221.2% |
| All | +33,471.1% | +8,537.0% | +24,934.2% | +9,859.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling