+9.3%
ORCL vs ALL
+115.1%
-105.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.1% | -7.1% |
| 7D | -17.5% | +4.2% | -21.7% | -16.8% |
| 30D | -20.2% | +18.9% | -39.1% | -17.8% |
| 3M | -19.9% | +1.2% | -21.2% | -19.3% |
| 6M | -37.4% | +23.2% | -60.6% | -35.6% |
| YTD | -40.1% | +30.0% | -70.1% | -38.4% |
| 1Y | -53.4% | +39.6% | -93.0% | -52.5% |
| All | +9.3% | +115.1% | -105.8% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling