+41.3%
ORCL vs AS
+120.4%
-79.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.3% |
| 7D | +5.3% | -4.9% | +10.2% | +6.3% |
| 30D | +10.0% | -19.6% | +29.6% | +14.9% |
| 3M | -32.6% | -14.4% | -18.2% | -30.6% |
| 6M | +4.9% | -20.1% | +25.1% | +9.0% |
| YTD | -17.8% | -20.9% | +3.2% | -14.4% |
| 1Y | -28.0% | -21.9% | -6.1% | -25.2% |
| All | +41.3% | +120.4% | -79.1% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling