+47.6%
MSFT vs ORCL
+9.0%
+38.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +2.3% | -6.5% | +8.8% | +3.8% |
| 30D | -0.4% | -16.6% | +16.2% | +3.3% |
| 3M | +5.6% | -21.6% | +27.2% | +10.5% |
| 6M | +29.0% | -39.4% | +68.3% | +41.7% |
| YTD | +10.9% | -38.7% | +49.6% | +20.2% |
| 1Y | +6.2% | -50.4% | +56.6% | +19.2% |
| 3Y | +47.6% | +8.1% | +39.5% | +22.2% |
| All | +47.6% | +9.0% | +38.6% | +22.2% |
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