+244.8%
ORCL vs A
+319.7%
-75.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -11.2% | -0.1% | -11.1% | -11.0% |
| 30D | -18.8% | +3.4% | -22.2% | -19.8% |
| 3M | -18.8% | +23.8% | -42.6% | -26.1% |
| 6M | -39.7% | +49.0% | -88.7% | -50.0% |
| YTD | -39.6% | +29.4% | -69.0% | -46.8% |
| 1Y | -51.7% | +19.4% | -71.1% | -56.0% |
| 3Y | +10.2% | +66.2% | -56.0% | -16.8% |
| 5Y | +30.8% | +15.8% | +15.0% | +14.7% |
| All | +244.8% | +319.7% | -75.0% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling