+289.4%
ORCL vs USFR
+28.5%
+260.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | +0.1% | -11.2% | -11.2% |
| 30D | -18.8% | +0.4% | -19.2% | -18.9% |
| 3M | -18.8% | +1.1% | -19.8% | -19.0% |
| 6M | -39.7% | +2.1% | -41.8% | -40.0% |
| YTD | -39.6% | +3.4% | -43.0% | -40.1% |
| 1Y | -51.7% | +4.1% | -55.9% | -52.2% |
| 3Y | +10.2% | +14.4% | -4.2% | +6.3% |
| 5Y | +30.8% | +21.3% | +9.5% | +24.1% |
| 10Y | +252.1% | +28.5% | +223.6% | +229.1% |
| All | +289.4% | +28.5% | +260.9% | +264.1% |
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