+691.3%
ORCL vs A
+546.2%
+145.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -11.2% | -0.1% | -11.1% | -11.0% |
| 30D | -18.8% | +3.4% | -22.2% | -19.7% |
| 3M | -18.8% | +23.8% | -42.6% | -25.5% |
| 6M | -39.7% | +49.0% | -88.7% | -49.0% |
| YTD | -39.6% | +29.4% | -69.0% | -46.2% |
| 1Y | -51.7% | +19.4% | -71.1% | -55.7% |
| 3Y | +10.2% | +66.2% | -56.0% | -13.3% |
| 5Y | +30.8% | +15.8% | +15.0% | +16.5% |
| 10Y | +252.1% | +326.1% | -74.0% | +82.2% |
| All | +691.3% | +546.2% | +145.1% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling