-51.7%
ORCL vs C
+19.8%
-71.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -11.2% | -2.4% | -8.8% | -9.9% |
| 30D | -18.8% | -6.0% | -12.8% | -16.3% |
| 3M | -18.8% | -10.5% | -8.2% | -13.9% |
| 6M | -39.7% | -5.7% | -34.0% | -38.1% |
| YTD | -39.6% | +4.1% | -43.8% | -42.0% |
| 1Y | -51.7% | +20.5% | -72.2% | -60.0% |
| All | -51.7% | +19.8% | -71.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 1y: compounded portfolio wealth divided by compounded C 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…
1y analysis · Full analysis span regression · 6 months rolling