+430.6%
ORCL vs USFR
+27.5%
+403.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +10.0% | +0.3% | +9.7% | +9.9% |
| 3M | -32.6% | +1.0% | -33.6% | -32.7% |
| 6M | +4.9% | +1.9% | +3.0% | +4.5% |
| YTD | -17.8% | +2.6% | -20.4% | -18.3% |
| 1Y | -28.0% | +4.0% | -32.0% | -28.7% |
| 3Y | +36.0% | +14.1% | +21.9% | +31.2% |
| 5Y | +88.7% | +20.4% | +68.3% | +79.4% |
| 10Y | +346.9% | +28.0% | +318.9% | +318.1% |
| All | +430.6% | +27.5% | +403.0% | +397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling