+9.6%
ORCL vs ARM
+232.1%
-222.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.7% | -3.5% | +1.5% |
| 7D | +0.5% | -5.3% | +5.8% | +1.8% |
| 30D | -15.3% | -30.0% | +14.8% | -7.3% |
| 3M | -18.2% | -34.1% | +15.8% | -10.0% |
| 6M | -38.4% | -12.6% | -25.8% | -37.2% |
| YTD | -37.7% | +70.4% | -108.2% | -46.5% |
| 1Y | -49.3% | +22.3% | -71.5% | -53.0% |
| 3Y | +10.6% | +261.2% | -250.6% | -10.5% |
| All | +9.6% | +232.1% | -222.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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