-28.0%
ORCL vs COMP
+22.2%
-50.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | +5.3% | +1.4% | +3.9% | +5.1% |
| 30D | +10.0% | -13.3% | +23.3% | +11.6% |
| 3M | -32.6% | +41.1% | -73.7% | -34.7% |
| 6M | +4.9% | +17.2% | -12.2% | +0.9% |
| YTD | -17.8% | +5.2% | -23.0% | -19.1% |
| 1Y | -28.0% | +18.9% | -46.9% | -25.9% |
| All | -28.0% | +22.2% | -50.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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