+30.6%
ORCL vs AA
-15.4%
+46.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -11.2% | +0.9% | -12.0% | -11.3% |
| 30D | -18.8% | -6.7% | -12.1% | -17.8% |
| 3M | -18.8% | -16.3% | -2.4% | -16.3% |
| 6M | -39.7% | -37.1% | -2.6% | -34.9% |
| YTD | -39.6% | -25.0% | -14.6% | -37.2% |
| 1Y | -51.7% | +8.6% | -60.3% | -53.0% |
| 3Y | +10.2% | +57.2% | -47.0% | -1.8% |
| All | +30.6% | -15.4% | +46.0% | +27.9% |
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