+75.0%
ORCL vs COMP
-52.0%
+126.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.7% | -9.9% | -0.1% |
| 7D | -11.2% | +13.4% | -24.6% | -12.2% |
| 30D | -18.8% | +11.1% | -29.9% | -19.8% |
| 3M | -18.8% | -18.8% | +0.1% | -17.6% |
| 6M | -39.7% | +10.5% | -50.2% | -40.6% |
| YTD | -39.6% | -3.4% | -36.2% | -40.2% |
| 1Y | -51.7% | +19.7% | -71.4% | -53.0% |
| 3Y | +10.2% | +381.6% | -371.4% | -5.7% |
| 5Y | +30.8% | -17.6% | +48.4% | +19.2% |
| All | +75.0% | -52.0% | +126.9% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling