+3.7%
ORCL vs AS
+134.9%
-131.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -11.2% | +6.9% | -18.1% | -12.4% |
| 30D | -18.8% | +16.0% | -34.8% | -21.3% |
| 3M | -18.8% | -12.8% | -5.9% | -16.7% |
| 6M | -39.7% | -15.4% | -24.4% | -38.0% |
| YTD | -39.6% | -15.7% | -23.9% | -38.1% |
| 1Y | -51.7% | +6.1% | -57.8% | -52.6% |
| All | +3.7% | +134.9% | -131.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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