-53.4%
ORCL vs ADVB
-79.1%
+25.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.5% | +2.6% | -7.1% |
| 7D | -17.5% | -28.0% | +10.5% | -18.0% |
| 30D | -20.2% | -70.2% | +50.1% | -22.5% |
| 3M | -19.9% | -76.1% | +56.1% | -22.7% |
| 6M | -37.4% | -72.3% | +34.9% | -40.1% |
| YTD | -40.1% | -67.5% | +27.3% | -42.8% |
| 1Y | -53.4% | -78.6% | +25.2% | -54.1% |
| All | -53.4% | -79.1% | +25.7% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling