-28.0%
ORCL vs INDA
-5.0%
-23.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +0.7% | +4.6% | +4.6% |
| 30D | +10.0% | -0.8% | +10.8% | +10.8% |
| 3M | -32.6% | +3.9% | -36.5% | -34.6% |
| 6M | +4.9% | -0.7% | +5.7% | +4.4% |
| YTD | -17.8% | -7.7% | -10.1% | -10.1% |
| 1Y | -28.0% | -5.1% | -22.9% | -31.7% |
| All | -28.0% | -5.0% | -23.0% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling