+45.4%
ORCL vs IR
+46.6%
-1.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +10.4% | +4.3% | +6.1% | +8.6% |
| 30D | -11.2% | +8.1% | -19.3% | -14.0% |
| 3M | -16.8% | +0.7% | -17.5% | -17.2% |
| 6M | -31.5% | +16.6% | -48.1% | -36.0% |
| YTD | -33.9% | +7.8% | -41.7% | -37.5% |
| 1Y | -43.3% | +9.9% | -53.2% | -47.0% |
| 3Y | +16.5% | +25.2% | -8.8% | +0.3% |
| 5Y | +45.4% | +46.8% | -1.4% | +10.6% |
| All | +45.4% | +46.6% | -1.2% | +10.6% |
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