-49.5%
ORCL vs ALL
+42.7%
-92.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | +0.1% |
| 7D | -14.4% | +7.5% | -21.9% | -9.6% |
| 30D | -12.8% | +19.7% | -32.6% | -0.7% |
| 3M | -14.8% | +2.9% | -17.7% | -12.1% |
| 6M | -30.9% | +23.5% | -54.4% | -17.2% |
| YTD | -35.7% | +31.1% | -66.8% | -19.1% |
| 1Y | -49.5% | +40.5% | -89.9% | -31.6% |
| All | -49.5% | +42.7% | -92.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling