+91.4%
ORCL vs ICE
+42.3%
+49.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.9% |
| 7D | +5.3% | -0.7% | +5.9% | +5.5% |
| 30D | +10.0% | +7.6% | +2.3% | +6.9% |
| 3M | -32.6% | +13.9% | -46.5% | -36.1% |
| 6M | +4.9% | -2.4% | +7.3% | +5.8% |
| YTD | -17.8% | +0.3% | -18.0% | -18.4% |
| 1Y | -28.0% | -6.4% | -21.6% | -26.5% |
| 3Y | +36.0% | +43.1% | -7.1% | +11.9% |
| All | +91.4% | +42.3% | +49.2% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling