+33,471.1%
ORCL vs IBM
+2,499.8%
+30,971.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | -0.3% | +5.6% | +5.5% |
| 30D | +10.0% | +0.3% | +9.7% | +9.7% |
| 3M | -32.6% | -21.6% | -11.0% | -25.4% |
| 6M | +4.9% | -4.7% | +9.6% | +2.4% |
| YTD | -17.8% | -19.1% | +1.3% | -12.5% |
| 1Y | -28.0% | -2.5% | -25.5% | -32.7% |
| 3Y | +36.0% | +74.2% | -38.1% | -14.4% |
| 5Y | +88.7% | +113.1% | -24.4% | +2.4% |
| 10Y | +346.9% | +133.5% | +213.4% | +114.8% |
| All | +33,471.1% | +2,499.8% | +30,971.3% | +4,471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling