+244.8%
ORCL vs ACN
+160.5%
+84.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -11.2% | +0.9% | -12.0% | -11.6% |
| 30D | -18.8% | +33.5% | -52.4% | -28.7% |
| 3M | -18.8% | +53.5% | -72.2% | -34.0% |
| 6M | -39.7% | +52.2% | -92.0% | -51.9% |
| YTD | -39.6% | -0.1% | -39.5% | -41.2% |
| 1Y | -51.7% | +11.0% | -62.8% | -55.7% |
| 3Y | +10.2% | -11.8% | +22.0% | +11.1% |
| 5Y | +30.8% | -22.8% | +53.6% | +39.9% |
| All | +244.8% | +160.5% | +84.3% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling