-28.0%
ORCL vs A
+21.7%
-49.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +5.3% | -1.9% | +7.2% | +5.8% |
| 30D | +10.0% | +6.9% | +3.1% | +8.3% |
| 3M | -32.6% | +9.2% | -41.8% | -34.0% |
| 6M | +4.9% | +25.7% | -20.7% | -2.0% |
| YTD | -17.8% | +11.5% | -29.3% | -22.3% |
| 1Y | -28.0% | +18.4% | -46.3% | -29.5% |
| All | -28.0% | +21.7% | -49.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling