+35.5%
ORCL vs IR
+51.1%
-15.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +1.4% |
| 7D | +0.5% | +5.0% | -4.5% | -1.3% |
| 30D | -15.3% | +10.3% | -25.6% | -18.6% |
| 3M | -18.2% | -0.1% | -18.1% | -18.4% |
| 6M | -38.4% | +14.8% | -53.2% | -42.1% |
| YTD | -37.7% | +9.7% | -47.5% | -41.5% |
| 1Y | -49.3% | +12.2% | -61.5% | -53.0% |
| 3Y | +10.6% | +30.0% | -19.4% | -6.1% |
| 5Y | +35.5% | +46.8% | -11.3% | +2.5% |
| All | +35.5% | +51.1% | -15.6% | +2.5% |
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 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