+26,157.2%
ORCL vs USB
+8,296.0%
+17,861.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -2.6% |
| 7D | -14.4% | +2.4% | -16.8% | -15.1% |
| 30D | -12.8% | +6.6% | -19.4% | -14.7% |
| 3M | -14.8% | -4.1% | -10.7% | -13.9% |
| 6M | -30.9% | +12.5% | -43.3% | -33.8% |
| YTD | -35.7% | +17.6% | -53.3% | -39.5% |
| 1Y | -49.5% | +36.5% | -86.0% | -54.7% |
| 3Y | +18.6% | +95.4% | -76.8% | -6.8% |
| 5Y | +38.4% | +26.1% | +12.3% | +21.6% |
| 10Y | +275.2% | +101.3% | +173.9% | +171.5% |
| All | +26,157.2% | +8,296.0% | +17,861.2% | +7,738.9% |
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 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