-50.4%
ORCL vs ACI
-21.6%
-28.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -0.9% |
| 7D | -6.5% | -0.6% | -5.9% | -6.6% |
| 30D | -16.6% | +9.5% | -26.1% | -14.7% |
| 3M | -21.6% | +10.1% | -31.7% | -19.6% |
| 6M | -39.4% | -15.4% | -24.0% | -41.6% |
| YTD | -38.7% | -19.5% | -19.1% | -42.1% |
| 1Y | -50.4% | -21.0% | -29.4% | -53.2% |
| All | -50.4% | -21.6% | -28.8% | -53.2% |
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