-51.7%
ORCL vs CAPR
+43.1%
-94.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.8% |
| 7D | -11.2% | +41.1% | -52.2% | -11.4% |
| 30D | -18.8% | +11.1% | -29.9% | -18.9% |
| 3M | -18.8% | +115.3% | -134.1% | -19.5% |
| 6M | -39.7% | -73.8% | +34.1% | -39.2% |
| YTD | -39.6% | -68.8% | +29.2% | -39.3% |
| 1Y | -51.7% | +43.3% | -95.1% | -53.3% |
| All | -51.7% | +43.1% | -94.8% | -53.3% |
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