+64.9%
ORCL vs APP
+485.7%
-420.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.8% | -1.6% | +2.5% |
| 7D | +0.5% | +79.2% | -78.7% | -8.8% |
| 30D | -15.3% | +48.0% | -63.3% | -20.8% |
| 3M | -18.2% | +18.2% | -36.4% | -21.2% |
| 6M | -38.4% | -12.5% | -25.9% | -38.3% |
| YTD | -37.7% | -39.2% | +1.4% | -35.3% |
| 1Y | -49.3% | -33.9% | -15.4% | -47.9% |
| 3Y | +10.6% | +933.3% | -922.6% | -17.5% |
| 5Y | +35.5% | +295.9% | -260.4% | +0.3% |
| All | +64.9% | +485.7% | -420.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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