+9.3%
ORCL vs ARM
+208.9%
-199.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.1% | +6.1% | -3.6% |
| 7D | -17.5% | -27.1% | +9.6% | -10.5% |
| 30D | -20.2% | -44.9% | +24.7% | -7.3% |
| 3M | -19.9% | -39.3% | +19.3% | -9.9% |
| 6M | -37.4% | -20.2% | -17.3% | -34.8% |
| YTD | -40.1% | +52.5% | -92.6% | -47.1% |
| 1Y | -53.4% | +4.1% | -57.5% | -55.0% |
| All | +9.3% | +208.9% | -199.5% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling