+32.7%
ORCL vs IBM
+74.2%
-41.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +10.0% | +0.3% | +9.7% | +9.9% |
| 3M | -32.6% | -21.6% | -11.0% | -27.5% |
| 6M | +4.9% | -4.7% | +9.6% | +4.3% |
| YTD | -17.8% | -19.1% | +1.3% | -13.8% |
| 1Y | -28.0% | -2.5% | -25.5% | -30.7% |
| All | +32.7% | +74.2% | -41.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 3y: compounded portfolio wealth divided by compounded IBM 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…
3y analysis · Full analysis span regression · 6 months rolling