+363.4%
ORCL vs APA
-0.7%
+364.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.1% |
| 7D | +15.0% | -1.7% | +16.7% | +15.2% |
| 30D | +10.5% | +15.7% | -5.2% | +8.6% |
| 3M | -23.0% | +16.5% | -39.5% | -24.6% |
| 6M | +7.0% | +35.1% | -28.1% | +2.3% |
| YTD | -15.8% | +82.2% | -98.0% | -22.6% |
| 1Y | -31.1% | +102.5% | -133.5% | -37.5% |
| 3Y | +33.3% | +10.3% | +23.0% | +26.0% |
| 5Y | +94.3% | +166.1% | -71.8% | +63.9% |
| 10Y | +363.4% | -4.9% | +368.3% | +273.1% |
| All | +363.4% | -0.7% | +364.1% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling