+480.2%
ORCL vs AR
-27.2%
+507.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.1% |
| 7D | +5.3% | +2.5% | +2.8% | +5.0% |
| 30D | +10.0% | +14.8% | -4.8% | +8.5% |
| 3M | -32.6% | +6.2% | -38.8% | -33.0% |
| 6M | +4.9% | +4.3% | +0.6% | +4.2% |
| YTD | -17.8% | +14.4% | -32.1% | -19.1% |
| 1Y | -28.0% | +21.3% | -49.3% | -29.5% |
| 3Y | +36.0% | +39.8% | -3.8% | +31.0% |
| 5Y | +88.7% | +142.1% | -53.4% | +71.5% |
| 10Y | +346.9% | +52.0% | +294.9% | +293.2% |
| All | +480.2% | -27.2% | +507.4% | +436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling