+270.3%
ORCL vs A
+302.9%
-32.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +8.0% | -0.5% | +8.4% | +8.2% |
| 30D | -4.0% | 0.0% | -4.0% | -3.7% |
| 3M | -19.5% | +16.7% | -36.2% | -24.8% |
| 6M | -33.5% | +54.8% | -88.3% | -45.7% |
| YTD | -34.8% | +28.8% | -63.6% | -42.5% |
| 1Y | -41.6% | +19.3% | -60.9% | -46.8% |
| 3Y | +13.8% | +65.5% | -51.8% | -14.0% |
| 5Y | +43.4% | +12.1% | +31.3% | +27.8% |
| All | +270.3% | +302.9% | -32.6% | +74.6% |
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