-41.7%
ORCL vs IRE
-84.4%
+42.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.0% | -10.9% | +1.6% |
| 7D | +5.3% | +54.8% | -49.5% | +0.3% |
| 30D | +10.0% | +18.4% | -8.4% | +6.5% |
| 3M | -32.6% | -66.7% | +34.2% | -28.6% |
| 6M | +4.9% | -52.3% | +57.2% | +1.1% |
| YTD | -17.8% | -52.3% | +34.6% | -24.4% |
| All | -41.7% | -84.4% | +42.7% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling