+91.4%
ORCL vs ADI
+142.1%
-50.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.5% |
| 7D | +5.3% | +0.4% | +4.8% | +5.1% |
| 30D | +10.0% | -3.8% | +13.8% | +11.5% |
| 3M | -32.6% | -15.3% | -17.3% | -28.6% |
| 6M | +4.9% | +6.7% | -1.8% | +0.6% |
| YTD | -17.8% | +34.8% | -52.5% | -28.7% |
| 1Y | -28.0% | +49.0% | -77.0% | -40.4% |
| 3Y | +36.0% | +108.1% | -72.1% | -5.0% |
| All | +91.4% | +142.1% | -50.7% | +23.8% |
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