+275.4%
ORCL vs ALL
+376.2%
-100.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +10.4% | 0.0% | +10.4% | +10.3% |
| 30D | -11.2% | +12.8% | -24.0% | -14.1% |
| 3M | -16.8% | +4.7% | -21.4% | -18.1% |
| 6M | -31.5% | +24.9% | -56.4% | -36.5% |
| YTD | -33.9% | +30.0% | -63.9% | -40.0% |
| 1Y | -43.3% | +29.9% | -73.2% | -48.6% |
| 3Y | +16.5% | +117.5% | -101.1% | -15.3% |
| 5Y | +45.4% | +161.7% | -116.3% | -6.8% |
| All | +275.4% | +376.2% | -100.8% | +108.4% |
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