+10.2%
ORCL vs B
+165.5%
-155.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -11.2% | +9.6% | -20.7% | -13.6% |
| 30D | -18.8% | +3.5% | -22.4% | -19.6% |
| 3M | -18.8% | -1.6% | -17.2% | -18.7% |
| 6M | -39.7% | -1.7% | -38.1% | -39.8% |
| YTD | -39.6% | -5.3% | -34.3% | -39.8% |
| 1Y | -51.7% | +27.2% | -79.0% | -55.1% |
| 3Y | +10.2% | +166.1% | -155.9% | -10.6% |
| All | +10.2% | +165.5% | -155.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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