+46.1%
ORCL vs A
+14.4%
+31.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.0% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | -6.6% | +3.3% | -9.8% | -7.5% |
| 3M | -11.4% | +18.5% | -30.0% | -17.0% |
| 6M | -33.3% | +59.3% | -92.6% | -44.6% |
| YTD | -33.3% | +31.0% | -64.3% | -40.4% |
| 1Y | -44.9% | +19.3% | -64.2% | -49.1% |
| 3Y | +17.6% | +66.8% | -49.2% | -8.0% |
| 5Y | +46.1% | +15.5% | +30.6% | +29.0% |
| All | +46.1% | +14.4% | +31.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling