-57.2%
ORCL vs IRE
-97.2%
+40.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +39.6% | -38.8% | -4.0% |
| 7D | -11.2% | -27.2% | +16.0% | -9.5% |
| 30D | -18.8% | -75.1% | +56.3% | -7.6% |
| 3M | -18.8% | -77.9% | +59.1% | -7.9% |
| 6M | -39.7% | -94.6% | +54.8% | -25.7% |
| YTD | -39.6% | -91.5% | +51.9% | -34.7% |
| 1Y | -51.7% | -97.8% | +46.1% | -43.5% |
| All | -57.2% | -97.2% | +40.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling