+1,501.1%
ORCL vs ICE
+2,331.7%
-830.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.7% |
| 7D | +5.3% | -0.7% | +5.9% | +5.5% |
| 30D | +10.0% | +7.6% | +2.3% | +7.6% |
| 3M | -32.6% | +13.9% | -46.5% | -35.3% |
| 6M | +4.9% | -2.4% | +7.3% | +5.1% |
| YTD | -17.8% | +0.3% | -18.0% | -18.4% |
| 1Y | -28.0% | -6.4% | -21.6% | -27.4% |
| 3Y | +36.0% | +43.1% | -7.1% | +20.8% |
| 5Y | +88.7% | +42.1% | +46.6% | +67.1% |
| 10Y | +346.9% | +220.9% | +126.0% | +215.2% |
| All | +1,501.1% | +2,331.7% | -830.7% | +663.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling