+260.4%
ORCL vs USHY
+50.7%
+209.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -0.1% | +5.4% | +5.5% |
| 30D | +10.0% | +0.1% | +9.9% | +9.9% |
| 3M | -32.6% | +0.8% | -33.4% | -33.3% |
| 6M | +4.9% | +1.7% | +3.2% | +2.5% |
| YTD | -17.8% | +2.5% | -20.2% | -20.5% |
| 1Y | -28.0% | +4.4% | -32.4% | -32.4% |
| 3Y | +36.0% | +27.4% | +8.6% | -4.8% |
| 5Y | +88.7% | +21.7% | +67.0% | +43.2% |
| All | +260.4% | +50.7% | +209.7% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling