+30.6%
ORCL vs INDA
+8.0%
+22.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.5% |
| 7D | -11.2% | +6.6% | -17.8% | -15.7% |
| 30D | -18.8% | +10.4% | -29.2% | -25.0% |
| 3M | -18.8% | +1.5% | -20.3% | -19.8% |
| 6M | -39.7% | +1.7% | -41.5% | -40.5% |
| YTD | -39.6% | -5.8% | -33.8% | -37.1% |
| 1Y | -51.7% | -5.1% | -46.7% | -50.0% |
| 3Y | +10.2% | +16.0% | -5.8% | -3.4% |
| All | +30.6% | +8.0% | +22.5% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling