+46.8%
ORCL vs ACI
-42.6%
+89.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +8.8% |
| 7D | +3.8% | -5.3% | +9.1% | +3.6% |
| 30D | -6.6% | +5.0% | -11.6% | -6.6% |
| 3M | -11.4% | +7.5% | -18.9% | -11.5% |
| 6M | -33.3% | -16.0% | -17.3% | -33.0% |
| YTD | -33.3% | -20.6% | -12.6% | -33.0% |
| 1Y | -44.9% | -23.5% | -21.4% | -44.5% |
| 3Y | +17.6% | -32.1% | +49.8% | +19.0% |
| All | +46.8% | -42.6% | +89.5% | +49.9% |
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