+93.1%
ORCL vs AGG
-1.7%
+94.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +10.9% | -0.2% | +11.1% | +11.0% |
| 30D | +7.0% | -0.2% | +7.2% | +7.2% |
| 3M | -21.2% | -0.7% | -20.5% | -20.8% |
| 6M | +7.4% | -1.8% | +9.2% | +8.6% |
| YTD | -16.3% | -0.6% | -15.7% | -15.9% |
| 1Y | -32.3% | +0.4% | -32.7% | -32.3% |
| 3Y | +32.6% | +13.2% | +19.4% | +24.7% |
| 5Y | +93.1% | -2.0% | +95.1% | +75.4% |
| All | +93.1% | -1.7% | +94.8% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling