+30.6%
ORCL vs APA
+71.7%
-41.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | -11.2% | -15.5% | +4.4% | -9.0% |
| 30D | -18.8% | +2.4% | -21.2% | -19.1% |
| 3M | -18.8% | +22.8% | -41.6% | -21.4% |
| 6M | -39.7% | +17.9% | -57.7% | -41.6% |
| YTD | -39.6% | +87.7% | -127.3% | -46.5% |
| 1Y | -51.7% | +94.2% | -145.9% | -57.6% |
| 3Y | +10.2% | +27.2% | -17.0% | -2.9% |
| All | +30.6% | +71.7% | -41.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling