-43.3%
ORCL vs IR
+10.1%
-53.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +10.4% | +4.3% | +6.1% | +9.9% |
| 30D | -11.2% | +8.1% | -19.3% | -11.8% |
| 3M | -16.8% | +0.7% | -17.5% | -17.2% |
| 6M | -31.5% | +16.6% | -48.1% | -31.9% |
| YTD | -33.9% | +7.8% | -41.7% | -32.2% |
| 1Y | -43.3% | +9.9% | -53.2% | -40.1% |
| All | -43.3% | +10.1% | -53.4% | -40.1% |
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