+1,261.3%
ORCL vs AGG
+95.5%
+1,165.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | +8.0% | -1.5% | +9.5% | +7.7% |
| 30D | -4.0% | +0.6% | -4.6% | -3.9% |
| 3M | -19.5% | -1.6% | -17.8% | -19.7% |
| 6M | -33.5% | -1.6% | -31.9% | -33.6% |
| YTD | -34.8% | -1.5% | -33.3% | -35.0% |
| 1Y | -41.6% | -1.1% | -40.5% | -41.7% |
| 3Y | +13.8% | +13.6% | +0.1% | +17.4% |
| 5Y | +43.4% | -1.7% | +45.1% | +38.5% |
| 10Y | +268.8% | +16.1% | +252.7% | +295.2% |
| All | +1,261.3% | +95.5% | +1,165.8% | +1,761.4% |
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 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