+201.3%
ORCL vs IR
+336.9%
-135.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -6.5% | +1.5% | -8.0% | -6.9% |
| 30D | -16.6% | +9.0% | -25.6% | -18.9% |
| 3M | -21.6% | -0.9% | -20.7% | -21.5% |
| 6M | -39.4% | +13.4% | -52.8% | -42.0% |
| YTD | -38.7% | +8.5% | -47.1% | -41.2% |
| 1Y | -50.4% | +11.3% | -61.6% | -53.0% |
| 3Y | +8.1% | +26.0% | -17.9% | -2.1% |
| 5Y | +34.5% | +47.9% | -13.3% | +14.1% |
| All | +201.3% | +336.9% | -135.5% | +96.7% |
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 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