+30.6%
ORCL vs ACI
-43.3%
+73.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.7% |
| 7D | -11.2% | -2.2% | -8.9% | -11.2% |
| 30D | -18.8% | +10.3% | -29.1% | -19.0% |
| 3M | -18.8% | +7.2% | -26.0% | -18.9% |
| 6M | -39.7% | -18.0% | -21.7% | -39.5% |
| YTD | -39.6% | -22.0% | -17.7% | -39.4% |
| 1Y | -51.7% | -23.4% | -28.4% | -51.5% |
| 3Y | +10.2% | -35.8% | +46.1% | +12.2% |
| All | +30.6% | -43.3% | +73.9% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling