+2.9%
ORCL vs AS
+133.7%
-130.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -6.5% |
| 7D | -17.5% | +7.1% | -24.6% | -18.7% |
| 30D | -20.2% | +12.8% | -33.0% | -22.2% |
| 3M | -19.9% | -14.7% | -5.2% | -17.5% |
| 6M | -37.4% | -9.9% | -27.5% | -36.4% |
| YTD | -40.1% | -16.1% | -24.0% | -38.6% |
| 1Y | -53.4% | +0.2% | -53.5% | -53.8% |
| All | +2.9% | +133.7% | -130.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling