+91.4%
ORCL vs AA
+10.5%
+81.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.4% |
| 7D | +5.3% | -0.7% | +6.0% | +5.3% |
| 30D | +10.0% | +5.0% | +5.0% | +8.7% |
| 3M | -32.6% | -35.8% | +3.2% | -27.6% |
| 6M | +4.9% | -18.4% | +23.3% | +7.6% |
| YTD | -17.8% | -5.5% | -12.3% | -18.0% |
| 1Y | -28.0% | +61.0% | -88.9% | -34.6% |
| 3Y | +36.0% | +66.2% | -30.2% | +19.2% |
| All | +91.4% | +10.5% | +81.0% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling