+30.6%
ORCL vs APP
+296.6%
-266.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.0% | -0.7% |
| 7D | -11.2% | +71.2% | -82.4% | -19.4% |
| 30D | -18.8% | +39.1% | -57.9% | -23.8% |
| 3M | -18.8% | +16.5% | -35.3% | -21.8% |
| 6M | -39.7% | -16.6% | -23.2% | -39.2% |
| YTD | -39.6% | -41.9% | +2.3% | -36.7% |
| 1Y | -51.7% | -37.0% | -14.7% | -50.0% |
| 3Y | +10.2% | +892.4% | -882.2% | -20.5% |
| All | +30.6% | +296.6% | -266.0% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling