-51.7%
ORCL vs A
+20.8%
-72.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -11.2% | -0.1% | -11.1% | -11.0% |
| 30D | -18.8% | +3.4% | -22.2% | -19.3% |
| 3M | -18.8% | +23.8% | -42.6% | -23.6% |
| 6M | -39.7% | +49.0% | -88.7% | -46.8% |
| YTD | -39.6% | +29.4% | -69.0% | -45.7% |
| 1Y | -51.7% | +19.4% | -71.1% | -58.0% |
| All | -51.7% | +20.8% | -72.5% | -58.0% |
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