+220.1%
ORCL vs IR
+332.9%
-112.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +8.0% | +2.5% | +5.4% | +7.1% |
| 30D | -4.0% | +9.2% | -13.1% | -6.7% |
| 3M | -19.5% | +0.9% | -20.4% | -19.9% |
| 6M | -33.5% | +19.2% | -52.7% | -37.4% |
| YTD | -34.8% | +7.5% | -42.3% | -37.4% |
| 1Y | -41.6% | +11.7% | -53.4% | -44.8% |
| 3Y | +13.8% | +23.9% | -10.1% | +3.5% |
| 5Y | +43.4% | +46.4% | -3.0% | +21.9% |
| All | +220.1% | +332.9% | -112.7% | +109.5% |
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