-41.6%
ORCL vs CAPR
+63.5%
-105.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -1.3% |
| 7D | +8.0% | +5.9% | +2.1% | +7.9% |
| 30D | -4.0% | +44.6% | -48.6% | -4.4% |
| 3M | -19.5% | +126.4% | -145.8% | -20.2% |
| 6M | -33.5% | -68.6% | +35.1% | -33.0% |
| YTD | -34.8% | -67.0% | +32.2% | -34.5% |
| 1Y | -41.6% | +65.2% | -106.8% | -43.8% |
| All | -41.6% | +63.5% | -105.1% | -43.8% |
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