-41.6%
ORCL vs ACI
-23.3%
-18.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.6% |
| 7D | +8.0% | +2.3% | +5.7% | +8.6% |
| 30D | -4.0% | +1.2% | -5.2% | -3.4% |
| 3M | -19.5% | +6.8% | -26.3% | -17.9% |
| 6M | -33.5% | -18.7% | -14.7% | -36.6% |
| YTD | -34.8% | -20.2% | -14.6% | -38.4% |
| 1Y | -41.6% | -23.7% | -17.9% | -46.3% |
| All | -41.6% | -23.3% | -18.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling