-53.4%
ORCL vs COMP
+11.9%
-65.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.2% | +1.2% | -5.5% |
| 7D | -17.5% | -1.8% | -15.7% | -17.2% |
| 30D | -20.2% | -0.8% | -19.4% | -20.4% |
| 3M | -19.9% | -28.1% | +8.2% | -15.5% |
| 6M | -37.4% | +27.0% | -64.4% | -40.6% |
| YTD | -40.1% | -12.8% | -27.4% | -38.2% |
| 1Y | -53.4% | +4.9% | -58.3% | -50.0% |
| All | -53.4% | +11.9% | -65.3% | -50.0% |
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