+24,937.0%
ORCL vs ADI
+39,235.6%
-14,298.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | -6.3% | -0.2% | -4.2% |
| 30D | -16.6% | -3.2% | -13.4% | -15.5% |
| 3M | -21.6% | +2.8% | -24.4% | -22.5% |
| 6M | -39.4% | -5.0% | -34.3% | -38.8% |
| YTD | -38.7% | +46.3% | -85.0% | -48.5% |
| 1Y | -50.4% | +71.6% | -122.0% | -61.0% |
| 3Y | +8.1% | +139.2% | -131.1% | -27.5% |
| 5Y | +34.5% | +136.4% | -101.9% | -11.3% |
| 10Y | +246.0% | +636.2% | -390.2% | +35.2% |
| All | +24,937.0% | +39,235.6% | -14,298.6% | +1,812.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling