+24,538.0%
ORCL vs IBM
+2,611.7%
+21,926.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -11.2% | -5.0% | -6.2% | -8.3% |
| 30D | -18.8% | +11.1% | -29.9% | -23.8% |
| 3M | -18.8% | +5.7% | -24.5% | -21.8% |
| 6M | -39.7% | +10.1% | -49.8% | -46.4% |
| YTD | -39.6% | -15.6% | -24.0% | -37.6% |
| 1Y | -51.7% | -19.5% | -32.2% | -48.8% |
| 3Y | +10.2% | +80.4% | -70.2% | -32.4% |
| 5Y | +30.8% | +140.0% | -109.2% | -34.0% |
| 10Y | +252.1% | +155.0% | +97.1% | +59.5% |
| All | +24,538.0% | +2,611.7% | +21,926.3% | +3,156.7% |
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