+42.7%
ORCL vs ALL
+161.6%
-119.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | +8.0% | +5.0% | +2.9% | +8.1% |
| 30D | -4.0% | +13.3% | -17.3% | -3.8% |
| 3M | -19.5% | +3.2% | -22.6% | -19.3% |
| 6M | -33.5% | +25.3% | -58.8% | -34.0% |
| YTD | -34.8% | +30.5% | -65.3% | -35.7% |
| 1Y | -41.6% | +29.2% | -70.8% | -42.3% |
| 3Y | +13.8% | +119.1% | -105.3% | +3.2% |
| All | +42.7% | +161.6% | -119.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling