+224.6%
ORCL vs IR
+334.1%
-109.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +10.4% | +4.2% | +6.1% | +8.9% |
| 30D | -11.2% | +8.1% | -19.3% | -13.5% |
| 3M | -16.8% | +0.7% | -17.4% | -17.1% |
| 6M | -31.5% | +16.6% | -48.1% | -35.1% |
| YTD | -33.9% | +7.8% | -41.7% | -36.6% |
| 1Y | -43.3% | +9.9% | -53.1% | -46.1% |
| 3Y | +16.5% | +25.2% | -8.7% | +5.6% |
| 5Y | +45.4% | +46.8% | -1.4% | +23.5% |
| All | +224.6% | +334.1% | -109.4% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling