+1,280.4%
ORCL vs AGG
+95.8%
+1,184.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -1.1% |
| 7D | +10.4% | -1.4% | +11.8% | +10.2% |
| 30D | -11.2% | +0.9% | -12.1% | -11.1% |
| 3M | -16.8% | -1.2% | -15.5% | -16.9% |
| 6M | -31.5% | -1.4% | -30.0% | -31.6% |
| YTD | -33.9% | -1.4% | -32.5% | -34.1% |
| 1Y | -43.3% | -1.3% | -42.0% | -43.4% |
| 3Y | +16.5% | +13.8% | +2.7% | +20.2% |
| 5Y | +45.4% | -1.6% | +46.9% | +40.5% |
| 10Y | +274.0% | +16.3% | +257.7% | +300.8% |
| All | +1,280.4% | +95.8% | +1,184.6% | +1,787.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling