+270.3%
ORCL vs ICE
+259.6%
+10.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +8.0% | +3.6% | +4.3% | +6.4% |
| 30D | -4.0% | +15.1% | -19.1% | -10.4% |
| 3M | -19.5% | +15.4% | -34.8% | -25.1% |
| 6M | -33.5% | +16.1% | -49.6% | -38.6% |
| YTD | -34.8% | +11.4% | -46.2% | -39.1% |
| 1Y | -41.6% | +18.5% | -60.1% | -47.3% |
| 3Y | +13.8% | +70.5% | -56.8% | -16.4% |
| 5Y | +43.4% | +40.9% | +2.5% | +15.2% |
| All | +270.3% | +259.6% | +10.6% | +94.1% |
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