+251.6%
ORCL vs USFR
+28.5%
+223.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -15.3% | +0.4% | -15.6% | -15.3% |
| 3M | -18.2% | +1.1% | -19.3% | -18.2% |
| 6M | -38.4% | +2.0% | -40.4% | -38.4% |
| YTD | -37.7% | +3.4% | -41.1% | -37.8% |
| 1Y | -49.3% | +4.1% | -53.4% | -49.4% |
| 3Y | +10.6% | +14.3% | -3.7% | +7.7% |
| 5Y | +35.5% | +21.3% | +14.2% | +29.8% |
| 10Y | +251.6% | +28.5% | +223.1% | +239.0% |
| All | +251.6% | +28.5% | +223.1% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling