+29.8%
ORCL vs C
+106.8%
-77.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.0% | -1.9% | -4.9% |
| 7D | -17.5% | -5.3% | -12.2% | -15.6% |
| 30D | -20.2% | -7.3% | -12.8% | -17.7% |
| 3M | -19.9% | -13.5% | -6.5% | -15.2% |
| 6M | -37.4% | -6.5% | -30.9% | -35.7% |
| YTD | -40.1% | +3.6% | -43.7% | -41.1% |
| 1Y | -53.4% | +18.9% | -72.3% | -56.5% |
| 3Y | +10.4% | +205.0% | -194.6% | -27.4% |
| 5Y | +29.8% | +109.4% | -79.6% | -7.2% |
| All | +29.8% | +106.8% | -77.0% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling