+219.9%
ORCL vs ACI
+25.9%
+194.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +10.0% | +5.9% | +4.1% | +9.7% |
| 3M | -32.6% | -19.8% | -12.8% | -32.1% |
| 6M | +4.9% | -24.7% | +29.7% | +5.8% |
| YTD | -17.8% | -24.4% | +6.6% | -17.2% |
| 1Y | -28.0% | -31.5% | +3.5% | -27.0% |
| 3Y | +36.0% | -38.7% | +74.7% | +38.7% |
| 5Y | +88.7% | -42.8% | +131.5% | +91.7% |
| All | +219.9% | +25.9% | +194.0% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling