+94.3%
ORCL vs USHY
+21.9%
+72.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | 0.0% | +15.0% | +15.0% |
| 30D | +10.5% | 0.0% | +10.6% | +10.7% |
| 3M | -23.0% | +1.2% | -24.2% | -24.5% |
| 6M | +7.0% | +2.6% | +4.4% | +2.7% |
| YTD | -15.8% | +2.4% | -18.3% | -18.9% |
| 1Y | -31.1% | +4.2% | -35.3% | -35.4% |
| 3Y | +33.3% | +28.0% | +5.3% | -6.9% |
| 5Y | +94.3% | +21.8% | +72.5% | +55.4% |
| All | +94.3% | +21.9% | +72.4% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling