+6.2%
ORCL vs ARM
+211.3%
-205.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -0.4% |
| 7D | -11.2% | -15.2% | +4.1% | -7.3% |
| 30D | -18.8% | -40.7% | +21.9% | -7.5% |
| 3M | -18.8% | -39.1% | +20.3% | -8.7% |
| 6M | -39.7% | -26.4% | -13.3% | -36.1% |
| YTD | -39.6% | +59.7% | -99.4% | -47.3% |
| 1Y | -51.7% | +10.3% | -62.1% | -54.1% |
| 3Y | +10.2% | +228.9% | -218.6% | -8.9% |
| All | +6.2% | +211.3% | -205.1% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling