+12,893.5%
ORCL vs ALL
+3,771.7%
+9,121.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.1% | -6.7% |
| 7D | -17.5% | +4.2% | -21.7% | -18.6% |
| 30D | -20.2% | +18.9% | -39.1% | -24.7% |
| 3M | -19.9% | +1.2% | -21.2% | -20.8% |
| 6M | -37.4% | +23.2% | -60.6% | -42.5% |
| YTD | -40.1% | +30.0% | -70.1% | -46.4% |
| 1Y | -53.4% | +39.6% | -93.0% | -59.4% |
| 3Y | +10.4% | +115.2% | -104.8% | -18.8% |
| 5Y | +29.8% | +156.2% | -126.5% | -12.8% |
| 10Y | +249.2% | +398.0% | -148.8% | +83.7% |
| All | +12,893.5% | +3,771.7% | +9,121.8% | +3,911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling