+29.8%
ORCL vs COMP
-28.0%
+57.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.2% | +1.2% | -6.2% |
| 7D | -17.5% | -1.8% | -15.7% | -17.4% |
| 30D | -20.2% | -0.8% | -19.4% | -20.3% |
| 3M | -19.9% | -28.1% | +8.2% | -17.7% |
| 6M | -37.4% | +27.0% | -64.4% | -39.1% |
| YTD | -40.1% | -12.8% | -27.4% | -40.1% |
| 1Y | -53.4% | +4.9% | -58.3% | -54.1% |
| 3Y | +10.4% | +321.0% | -310.6% | -5.5% |
| 5Y | +29.8% | -25.6% | +55.4% | +26.4% |
| All | +29.8% | -28.0% | +57.7% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling