+52.3%
MSFT vs ORCL
+11.3%
+41.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +1.7% | -11.2% | +12.8% | +4.3% |
| 30D | +0.2% | -18.8% | +19.0% | +4.4% |
| 3M | +6.4% | -18.8% | +25.1% | +10.3% |
| 6M | +28.7% | -39.7% | +68.4% | +41.6% |
| YTD | +10.4% | -39.6% | +50.0% | +20.0% |
| 1Y | +7.6% | -51.7% | +59.4% | +21.5% |
| 3Y | +52.3% | +10.2% | +42.1% | +25.2% |
| All | +52.3% | +11.3% | +41.0% | +25.2% |
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