-21.5%
ORCL vs ADVB
-97.5%
+76.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.8% |
| 7D | -11.2% | -13.9% | +2.8% | -11.1% |
| 30D | -18.8% | -68.1% | +49.3% | -19.2% |
| 3M | -18.8% | -73.4% | +54.6% | -19.2% |
| 6M | -39.7% | -70.8% | +31.1% | -41.3% |
| YTD | -39.6% | -66.1% | +26.5% | -42.2% |
| 1Y | -51.7% | -77.5% | +25.8% | -52.6% |
| All | -21.5% | -97.5% | +76.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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