+10.2%
ORCL vs ICE
+65.6%
-55.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -11.2% | +2.0% | -13.2% | -11.5% |
| 30D | -18.8% | +12.9% | -31.7% | -20.9% |
| 3M | -18.8% | +15.4% | -34.2% | -21.4% |
| 6M | -39.7% | +13.1% | -52.8% | -41.3% |
| YTD | -39.6% | +7.5% | -47.1% | -40.4% |
| 1Y | -51.7% | +18.3% | -70.1% | -54.2% |
| 3Y | +10.2% | +65.9% | -55.7% | -1.8% |
| All | +10.2% | +65.6% | -55.3% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling