+10.2%
ORCL vs ALL
+105.5%
-95.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | 0.0% |
| 7D | -11.2% | -1.9% | -9.2% | -11.4% |
| 30D | -18.8% | +13.8% | -32.6% | -17.1% |
| 3M | -18.8% | -7.0% | -11.8% | -19.2% |
| 6M | -39.7% | +18.0% | -57.8% | -38.5% |
| YTD | -39.6% | +24.2% | -63.8% | -38.4% |
| 1Y | -51.7% | +31.2% | -82.9% | -51.1% |
| 3Y | +10.2% | +107.5% | -97.3% | +8.7% |
| All | +10.2% | +105.5% | -95.3% | +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