+33.3%
ORCL vs AGG
+13.2%
+20.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +15.0% | +0.1% | +14.9% | +14.9% |
| 30D | +10.5% | -0.4% | +10.9% | +10.9% |
| 3M | -23.0% | -0.3% | -22.7% | -22.8% |
| 6M | +7.0% | -1.2% | +8.2% | +7.9% |
| YTD | -15.8% | -0.4% | -15.5% | -15.5% |
| 1Y | -31.1% | +0.4% | -31.5% | -31.0% |
| 3Y | +33.3% | +13.4% | +19.9% | +26.3% |
| All | +33.3% | +13.2% | +20.0% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling