+8.1%
ORCL vs A
+68.9%
-60.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -6.5% | +1.4% | -7.9% | -6.9% |
| 30D | -16.6% | +4.3% | -20.9% | -17.6% |
| 3M | -21.6% | +19.8% | -41.4% | -26.3% |
| 6M | -39.4% | +54.4% | -93.7% | -48.2% |
| YTD | -38.7% | +31.7% | -70.4% | -44.7% |
| 1Y | -50.4% | +22.4% | -72.8% | -54.3% |
| 3Y | +8.1% | +67.7% | -59.6% | -5.5% |
| All | +8.1% | +68.9% | -60.8% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling