+29.8%
ORCL vs B
+143.5%
-113.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.0% |
| 7D | -17.5% | +4.3% | -21.8% | -18.3% |
| 30D | -20.2% | -0.9% | -19.2% | -20.1% |
| 3M | -19.9% | -1.4% | -18.6% | -19.9% |
| 6M | -37.4% | +5.0% | -42.4% | -38.1% |
| YTD | -40.1% | -5.8% | -34.3% | -40.0% |
| 1Y | -53.4% | +25.6% | -79.0% | -55.5% |
| 3Y | +10.4% | +161.6% | -151.2% | -4.2% |
| 5Y | +29.8% | +135.2% | -105.4% | +11.4% |
| All | +29.8% | +143.5% | -113.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling