+32.7%
ORCL vs IR
+9.5%
+23.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.6% |
| 7D | +5.3% | -2.8% | +8.1% | +6.4% |
| 30D | +10.0% | -15.1% | +25.1% | +16.3% |
| 3M | -32.6% | +6.1% | -38.6% | -34.3% |
| 6M | +4.9% | -16.8% | +21.7% | +11.3% |
| YTD | -17.8% | -3.5% | -14.2% | -18.7% |
| 1Y | -28.0% | -3.5% | -24.5% | -29.3% |
| All | +32.7% | +9.5% | +23.2% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling