+244.8%
ORCL vs ALL
+370.9%
-126.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.9% |
| 7D | -11.2% | -1.9% | -9.2% | -10.8% |
| 30D | -18.8% | +13.8% | -32.6% | -21.7% |
| 3M | -18.8% | -7.0% | -11.8% | -17.7% |
| 6M | -39.7% | +18.0% | -57.8% | -43.4% |
| YTD | -39.6% | +24.2% | -63.8% | -44.6% |
| 1Y | -51.7% | +31.2% | -82.9% | -56.7% |
| 3Y | +10.2% | +107.5% | -97.3% | -18.8% |
| 5Y | +30.8% | +144.8% | -114.0% | -14.2% |
| All | +244.8% | +370.9% | -126.1% | +95.1% |
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