+678.0%
ORCL vs ACN
+2,419.8%
-1,741.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.2% |
| 7D | -6.5% | +1.6% | -8.1% | -7.3% |
| 30D | -16.6% | +24.6% | -41.2% | -24.9% |
| 3M | -21.6% | +46.2% | -67.8% | -35.4% |
| 6M | -39.4% | +46.2% | -85.5% | -51.3% |
| YTD | -38.7% | -0.9% | -37.8% | -41.7% |
| 1Y | -50.4% | +8.8% | -59.1% | -55.0% |
| 3Y | +8.1% | -14.3% | +22.4% | +6.8% |
| 5Y | +34.5% | -22.6% | +57.2% | +37.7% |
| 10Y | +246.0% | +153.7% | +92.3% | +101.2% |
| All | +678.0% | +2,419.8% | -1,741.8% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling