+277.8%
ORCL vs USFR
+28.5%
+249.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -6.6% | +0.4% | -6.9% | -6.5% |
| 3M | -11.4% | +1.1% | -12.5% | -11.4% |
| 6M | -33.3% | +2.1% | -35.3% | -33.3% |
| YTD | -33.3% | +3.4% | -36.7% | -33.4% |
| 1Y | -44.9% | +4.1% | -49.0% | -45.1% |
| 3Y | +17.6% | +14.4% | +3.2% | +14.5% |
| 5Y | +46.1% | +21.4% | +24.6% | +39.9% |
| 10Y | +277.8% | +28.5% | +249.2% | +264.4% |
| All | +277.8% | +28.5% | +249.2% | +264.4% |
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