-51.7%
ORCL vs COMP
+16.2%
-67.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.7% | -9.9% | -1.0% |
| 7D | -11.2% | +13.4% | -24.6% | -13.1% |
| 30D | -18.8% | +11.1% | -29.9% | -20.7% |
| 3M | -18.8% | -18.8% | +0.1% | -16.1% |
| 6M | -39.7% | +10.5% | -50.2% | -41.2% |
| YTD | -39.6% | -3.4% | -36.2% | -38.6% |
| 1Y | -51.7% | +19.7% | -71.4% | -47.7% |
| All | -51.7% | +16.2% | -67.9% | -47.7% |
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