+117.8%
ORCL vs APP
+357.9%
-240.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.7% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | +10.0% | -23.3% | +33.2% | +14.0% |
| 3M | -32.6% | -42.6% | +10.1% | -27.1% |
| 6M | +4.9% | -33.6% | +38.5% | +10.5% |
| YTD | -17.8% | -52.4% | +34.7% | -10.4% |
| 1Y | -28.0% | -35.9% | +7.9% | -24.8% |
| 3Y | +36.0% | +642.2% | -606.2% | +7.0% |
| 5Y | +88.7% | +311.1% | -222.4% | +46.8% |
| All | +117.8% | +357.9% | -240.2% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling