-39.7%
ORCL vs IBM
+8.7%
-48.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -11.2% | -5.0% | -6.2% | -9.9% |
| 30D | -18.8% | +11.1% | -29.9% | -20.7% |
| 3M | -18.8% | +5.7% | -24.5% | -19.9% |
| 6M | -39.7% | +10.1% | -49.8% | -45.9% |
| All | -39.7% | +8.7% | -48.4% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling