+353.8%
ORCL vs AR
-30.9%
+384.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.3% | -1.4% |
| 7D | -14.4% | -11.1% | -3.3% | -13.5% |
| 30D | -12.8% | +7.9% | -20.7% | -13.5% |
| 3M | -14.8% | +4.9% | -19.7% | -15.3% |
| 6M | -30.9% | -5.3% | -25.6% | -30.8% |
| YTD | -35.7% | +8.6% | -44.3% | -36.5% |
| 1Y | -49.5% | +13.7% | -63.1% | -50.3% |
| 3Y | +18.6% | +22.8% | -4.1% | +15.4% |
| 5Y | +38.4% | +82.0% | -43.5% | +28.5% |
| 10Y | +275.2% | +51.8% | +223.4% | +229.9% |
| All | +353.8% | -30.9% | +384.7% | +321.1% |
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