+251.6%
ORCL vs ADI
+652.5%
-400.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.6% | -5.4% | -0.1% |
| 7D | +0.5% | -4.4% | +4.9% | +2.1% |
| 30D | -15.3% | -2.8% | -12.4% | -14.3% |
| 3M | -18.2% | +1.5% | -19.7% | -18.7% |
| 6M | -38.4% | -4.7% | -33.7% | -37.9% |
| YTD | -37.7% | +46.8% | -84.5% | -47.4% |
| 1Y | -49.3% | +74.9% | -124.2% | -60.1% |
| 3Y | +10.6% | +147.4% | -136.8% | -26.1% |
| 5Y | +35.5% | +131.9% | -96.4% | -9.3% |
| 10Y | +251.6% | +630.6% | -379.0% | +44.7% |
| All | +251.6% | +652.5% | -400.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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