+44.7%
ORCL vs AR
+99.2%
-54.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +10.4% | +6.4% | +4.0% | +9.4% |
| 30D | -11.2% | +3.1% | -14.4% | -11.7% |
| 3M | -16.8% | +3.3% | -20.0% | -17.4% |
| 6M | -31.5% | +6.6% | -38.0% | -32.4% |
| YTD | -33.9% | +12.3% | -46.2% | -35.7% |
| 1Y | -43.3% | +12.3% | -55.6% | -44.8% |
| 3Y | +16.5% | +50.4% | -34.0% | +10.2% |
| All | +44.7% | +99.2% | -54.6% | +26.5% |
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