+244.8%
ORCL vs AR
+44.3%
+200.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -11.2% | -14.3% | +3.1% | -9.9% |
| 30D | -18.8% | +1.4% | -20.3% | -18.9% |
| 3M | -18.8% | +3.4% | -22.2% | -19.2% |
| 6M | -39.7% | -2.1% | -37.7% | -39.8% |
| YTD | -39.6% | +4.7% | -44.3% | -40.2% |
| 1Y | -51.7% | +10.6% | -62.3% | -52.4% |
| 3Y | +10.2% | +24.6% | -14.4% | +7.4% |
| 5Y | +30.8% | +71.9% | -41.1% | +22.5% |
| All | +244.8% | +44.3% | +200.5% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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