-49.5%
ORCL vs CAPR
+47.4%
-96.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.3% | -10.2% | -2.0% |
| 7D | -14.4% | +43.2% | -57.6% | -14.7% |
| 30D | -12.8% | +14.7% | -27.5% | -13.0% |
| 3M | -14.8% | +113.9% | -128.7% | -15.5% |
| 6M | -30.9% | -73.4% | +42.5% | -30.3% |
| YTD | -35.7% | -69.1% | +33.4% | -35.3% |
| 1Y | -49.5% | +47.2% | -96.7% | -51.4% |
| All | -49.5% | +47.4% | -96.9% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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