+572.2%
ORCL vs GNRC
+2,127.0%
-1,554.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +8.0% | +7.9% | +0.1% | +6.3% |
| 30D | -4.0% | -3.7% | -0.3% | -3.2% |
| 3M | -19.5% | -11.9% | -7.5% | -17.6% |
| 6M | -33.5% | -28.6% | -4.9% | -29.6% |
| YTD | -34.8% | +39.9% | -74.7% | -40.6% |
| 1Y | -41.6% | +23.4% | -65.0% | -45.4% |
| 3Y | +13.8% | +84.2% | -70.5% | -3.5% |
| 5Y | +43.4% | -57.3% | +100.7% | +52.4% |
| 10Y | +268.8% | +376.8% | -108.0% | +118.0% |
| All | +572.2% | +2,127.0% | -1,554.8% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 all: compounded portfolio wealth divided by compounded GNRC 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…
all analysis · Full analysis span regression · 6 months rolling