-53.4%
ORCL vs ARM
+5.0%
-58.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.1% | +6.1% | -2.7% |
| 7D | -17.5% | -27.1% | +9.6% | -8.8% |
| 30D | -20.2% | -44.9% | +24.7% | -4.3% |
| 3M | -19.9% | -39.3% | +19.3% | -7.6% |
| 6M | -37.4% | -20.2% | -17.3% | -32.6% |
| YTD | -40.1% | +52.5% | -92.6% | -48.5% |
| 1Y | -53.4% | +4.1% | -57.5% | -43.9% |
| All | -53.4% | +5.0% | -58.4% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling