+45.4%
ORCL vs ADI
+142.4%
-97.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +10.4% | +13.4% | -3.0% | +5.1% |
| 30D | -11.2% | -1.3% | -9.9% | -10.7% |
| 3M | -16.8% | +6.8% | -23.6% | -18.7% |
| 6M | -31.5% | -1.9% | -29.6% | -31.5% |
| YTD | -33.9% | +52.3% | -86.2% | -45.3% |
| 1Y | -43.3% | +71.6% | -114.9% | -55.4% |
| 3Y | +16.5% | +148.9% | -132.4% | -24.6% |
| 5Y | +45.4% | +140.8% | -95.4% | -6.6% |
| All | +45.4% | +142.4% | -97.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling