-49.5%
ORCL vs ACN
+10.1%
-59.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.8% | -2.3% |
| 7D | -14.4% | +8.6% | -23.0% | -15.2% |
| 30D | -12.8% | +36.6% | -49.4% | -16.2% |
| 3M | -14.8% | +56.3% | -71.1% | -20.3% |
| 6M | -30.9% | +49.7% | -80.6% | -32.6% |
| YTD | -35.7% | +1.3% | -37.0% | -33.2% |
| 1Y | -49.5% | +11.9% | -61.4% | -46.8% |
| All | -49.5% | +10.1% | -59.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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