+275.4%
ORCL vs AA
+44.7%
+230.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +10.4% | +5.3% | +5.1% | +9.4% |
| 30D | -11.2% | -2.3% | -9.0% | -10.9% |
| 3M | -16.8% | -20.8% | +4.1% | -13.5% |
| 6M | -31.5% | -39.8% | +8.3% | -25.9% |
| YTD | -33.9% | -23.3% | -10.6% | -31.7% |
| 1Y | -43.3% | +1.8% | -45.1% | -44.1% |
| 3Y | +16.5% | +69.5% | -53.1% | +2.8% |
| 5Y | +45.4% | -18.0% | +63.4% | +36.6% |
| All | +275.4% | +44.7% | +230.8% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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