+363.4%
ORCL vs ICE
+216.5%
+146.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +3.4% |
| 7D | +15.0% | -1.2% | +16.2% | +15.6% |
| 30D | +10.5% | +5.0% | +5.6% | +8.0% |
| 3M | -23.0% | +13.9% | -36.9% | -28.0% |
| 6M | +7.0% | -4.4% | +11.4% | +8.6% |
| YTD | -15.8% | -1.9% | -13.9% | -16.1% |
| 1Y | -31.1% | -8.1% | -23.0% | -29.5% |
| 3Y | +33.3% | +42.5% | -9.2% | +7.4% |
| 5Y | +94.3% | +40.6% | +53.7% | +55.4% |
| 10Y | +363.4% | +217.1% | +146.3% | +158.0% |
| All | +363.4% | +216.5% | +146.8% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling