+29.8%
ORCL vs IR
+42.7%
-12.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.8% | -4.2% | -5.9% |
| 7D | -17.5% | +2.3% | -19.8% | -18.2% |
| 30D | -20.2% | +3.3% | -23.5% | -21.3% |
| 3M | -19.9% | -9.0% | -10.9% | -17.2% |
| 6M | -37.4% | +8.0% | -45.4% | -39.8% |
| YTD | -40.1% | +3.4% | -43.5% | -42.4% |
| 1Y | -53.4% | +4.5% | -57.9% | -55.6% |
| 3Y | +10.4% | +25.6% | -15.2% | -5.1% |
| 5Y | +29.8% | +43.8% | -14.0% | -0.7% |
| All | +29.8% | +42.7% | -12.9% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling