-49.6%
ORCL vs IR
+11.6%
-61.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +2.7% |
| 7D | +0.5% | +5.0% | -4.5% | 0.0% |
| 30D | -15.3% | +10.3% | -25.6% | -16.0% |
| 3M | -18.2% | -0.1% | -18.1% | -18.7% |
| 6M | -38.4% | +14.8% | -53.2% | -38.9% |
| YTD | -37.7% | +9.7% | -47.5% | -36.3% |
| All | -49.6% | +11.6% | -61.2% | -47.4% |
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