+244.8%
ORCL vs ADI
+577.6%
-332.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -11.2% | -12.8% | +1.7% | -6.4% |
| 30D | -18.8% | -11.3% | -7.5% | -14.9% |
| 3M | -18.8% | -3.4% | -15.4% | -17.7% |
| 6M | -39.7% | -12.0% | -27.7% | -37.3% |
| YTD | -39.6% | +35.3% | -74.9% | -47.4% |
| 1Y | -51.7% | +58.1% | -109.8% | -60.5% |
| 3Y | +10.2% | +127.4% | -117.1% | -23.9% |
| 5Y | +30.8% | +114.6% | -83.8% | -9.8% |
| All | +244.8% | +577.6% | -332.8% | +46.6% |
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