-28.0%
ORCL vs IR
-1.2%
-26.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | +5.3% | -2.8% | +8.1% | +5.5% |
| 30D | +10.0% | -15.1% | +25.1% | +10.8% |
| 3M | -32.6% | +6.1% | -38.6% | -32.3% |
| 6M | +4.9% | -16.8% | +21.7% | +4.2% |
| YTD | -17.8% | -3.5% | -14.2% | -16.2% |
| 1Y | -28.0% | -3.5% | -24.5% | -23.7% |
| All | -28.0% | -1.2% | -26.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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