+126.0%
GOOGL vs ORCL
+14.8%
+111.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | +3.9% | +8.0% | -4.1% | +2.6% |
| 30D | -14.9% | -4.0% | -10.9% | -14.5% |
| 3M | -14.6% | -19.5% | +4.9% | -12.1% |
| 6M | -26.4% | -33.5% | +7.0% | -22.9% |
| YTD | -5.3% | -34.8% | +29.5% | -1.0% |
| 1Y | +6.5% | -41.6% | +48.1% | +12.9% |
| 3Y | +126.0% | +13.8% | +112.3% | +88.6% |
| All | +126.0% | +14.8% | +111.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 3y: compounded portfolio wealth divided by compounded ORCL 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…
3y analysis · Full analysis span regression · 6 months rolling