+251.6%
ORCL vs ALL
+367.3%
-115.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +0.5% | -3.9% | +4.3% | +1.4% |
| 30D | -15.3% | +10.6% | -25.9% | -17.7% |
| 3M | -18.2% | -4.6% | -13.7% | -17.7% |
| 6M | -38.4% | +20.2% | -58.6% | -42.5% |
| YTD | -37.7% | +23.7% | -61.4% | -42.8% |
| 1Y | -49.3% | +27.9% | -77.1% | -54.0% |
| 3Y | +10.6% | +109.2% | -98.5% | -18.8% |
| 5Y | +35.5% | +148.0% | -112.5% | -11.8% |
| 10Y | +251.6% | +363.8% | -112.2% | +99.0% |
| All | +251.6% | +367.3% | -115.7% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling