+42.7%
ORCL vs AR
+99.4%
-56.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +7.4% | +0.6% | +6.8% |
| 30D | -4.0% | +5.8% | -9.7% | -4.8% |
| 3M | -19.5% | +5.2% | -24.7% | -20.3% |
| 6M | -33.5% | +5.4% | -38.9% | -34.3% |
| YTD | -34.8% | +12.4% | -47.2% | -36.6% |
| 1Y | -41.6% | +12.8% | -54.4% | -43.2% |
| 3Y | +13.8% | +47.2% | -33.4% | +7.8% |
| All | +42.7% | +99.4% | -56.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling