+33,471.1%
ORCL vs B
+803.7%
+32,667.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.2% |
| 7D | +5.3% | -1.6% | +6.9% | +5.4% |
| 30D | +10.0% | +9.4% | +0.5% | +9.4% |
| 3M | -32.6% | +5.0% | -37.6% | -32.8% |
| 6M | +4.9% | -3.5% | +8.5% | +4.9% |
| YTD | -17.8% | +4.5% | -22.2% | -18.1% |
| 1Y | -28.0% | +67.8% | -95.8% | -29.8% |
| 3Y | +36.0% | +196.7% | -160.7% | +29.4% |
| 5Y | +88.7% | +151.9% | -63.2% | +79.8% |
| 10Y | +346.9% | +202.2% | +144.7% | +320.0% |
| All | +33,471.1% | +803.7% | +32,667.4% | +39,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling