+34.5%
ORCL vs ALL
+157.6%
-123.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.4% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -16.6% | +13.8% | -30.4% | -16.5% |
| 3M | -21.6% | -2.8% | -18.8% | -21.4% |
| 6M | -39.4% | +23.7% | -63.0% | -39.9% |
| YTD | -38.7% | +27.3% | -65.9% | -39.5% |
| 1Y | -50.4% | +30.5% | -80.9% | -51.2% |
| 3Y | +8.1% | +113.0% | -104.9% | -1.9% |
| 5Y | +34.5% | +157.6% | -123.0% | +10.4% |
| All | +34.5% | +157.6% | -123.1% | +10.4% |
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 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