+91.4%
ORCL vs ALL
+118.4%
-27.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.1% |
| 7D | +5.3% | 0.0% | +5.2% | +5.3% |
| 30D | +10.0% | -1.5% | +11.5% | +10.0% |
| 3M | -32.6% | +23.6% | -56.2% | -33.4% |
| 6M | +4.9% | +22.3% | -17.4% | +3.6% |
| YTD | -17.8% | +26.5% | -44.3% | -19.2% |
| 1Y | -28.0% | +27.0% | -55.0% | -29.4% |
| 3Y | +36.0% | +149.6% | -113.6% | +19.1% |
| All | +91.4% | +118.4% | -27.0% | +72.0% |
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