+10.2%
ORCL vs IR
+27.4%
-17.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -11.2% | +3.7% | -14.8% | -12.2% |
| 30D | -18.8% | +7.4% | -26.3% | -20.9% |
| 3M | -18.8% | -5.9% | -12.9% | -17.2% |
| 6M | -39.7% | +5.6% | -45.3% | -41.2% |
| YTD | -39.6% | +4.8% | -44.5% | -42.2% |
| 1Y | -51.7% | +6.9% | -58.7% | -54.4% |
| 3Y | +10.2% | +27.6% | -17.3% | -2.3% |
| All | +10.2% | +27.4% | -17.1% | -2.3% |
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