+29.8%
ORCL vs CAPR
+126.3%
-96.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.6% | -3.3% | -6.9% |
| 7D | -17.5% | +29.7% | -47.2% | -17.7% |
| 30D | -20.2% | +11.0% | -31.1% | -20.3% |
| 3M | -19.9% | +118.8% | -138.8% | -20.8% |
| 6M | -37.4% | -73.9% | +36.5% | -36.9% |
| YTD | -40.1% | -70.2% | +30.1% | -39.7% |
| 1Y | -53.4% | +38.3% | -91.6% | -54.9% |
| 3Y | +10.4% | +199.7% | -189.2% | +4.1% |
| 5Y | +29.8% | +130.6% | -100.8% | +18.9% |
| All | +29.8% | +126.3% | -96.5% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling