+15.4%
ORCL vs AGG
+14.2%
+1.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.5% |
| 7D | +10.4% | -1.4% | +11.8% | +11.6% |
| 30D | -11.2% | +0.9% | -12.1% | -12.2% |
| 3M | -16.8% | -1.2% | -15.5% | -15.9% |
| 6M | -31.5% | -1.4% | -30.0% | -30.6% |
| YTD | -33.9% | -1.4% | -32.5% | -33.1% |
| 1Y | -43.3% | -1.3% | -42.0% | -42.6% |
| All | +15.4% | +14.2% | +1.2% | +10.6% |
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