+14.1%
ORCL vs CART
+41.0%
-26.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | -14.4% | +1.4% | -15.8% | -14.6% |
| 30D | -12.8% | +29.7% | -42.5% | -17.1% |
| 3M | -14.8% | +29.7% | -44.5% | -19.2% |
| 6M | -30.9% | +36.8% | -67.7% | -35.4% |
| YTD | -35.7% | +31.7% | -67.3% | -39.8% |
| 1Y | -49.5% | +62.4% | -111.9% | -54.6% |
| 3Y | +18.6% | +120.1% | -101.4% | +3.9% |
| All | +14.1% | +41.0% | -26.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 all: compounded portfolio wealth divided by compounded CART 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…
all analysis · Full analysis span regression · 6 months rolling