+277.8%
ORCL vs ALL
+371.2%
-93.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.7% |
| 7D | +3.8% | -2.6% | +6.3% | +4.4% |
| 30D | -6.6% | +12.7% | -19.3% | -9.6% |
| 3M | -11.4% | +0.4% | -11.8% | -11.9% |
| 6M | -33.3% | +23.8% | -57.1% | -38.1% |
| YTD | -33.3% | +27.8% | -61.0% | -39.1% |
| 1Y | -44.9% | +28.9% | -73.8% | -50.1% |
| 3Y | +17.6% | +113.9% | -96.2% | -14.0% |
| 5Y | +46.1% | +157.4% | -111.3% | -6.0% |
| 10Y | +277.8% | +369.0% | -91.2% | +111.8% |
| All | +277.8% | +371.2% | -93.4% | +111.8% |
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