-50.6%
ORCL vs AGG
-0.7%
-50.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.5% |
| 7D | -5.4% | -1.1% | -4.3% | -2.7% |
| 30D | -2.0% | -1.1% | -0.8% | +1.1% |
| 3M | -18.1% | -1.9% | -16.2% | -14.1% |
| 6M | -7.2% | -1.7% | -5.5% | -3.9% |
| YTD | -22.2% | -1.3% | -20.9% | -20.6% |
| 1Y | -50.6% | -0.7% | -49.9% | -49.3% |
| All | -50.6% | -0.7% | -50.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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