-57.6%
ORCL vs IRE
-98.0%
+40.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -33.9% | +27.0% | -2.7% |
| 7D | -17.5% | -57.1% | +39.7% | -9.7% |
| 30D | -20.2% | -84.4% | +64.3% | -3.2% |
| 3M | -19.9% | -85.0% | +65.0% | -4.2% |
| 6M | -37.4% | -95.2% | +57.8% | -21.0% |
| YTD | -40.1% | -93.9% | +53.8% | -32.0% |
| 1Y | -53.4% | -98.8% | +45.5% | -41.6% |
| All | -57.6% | -98.0% | +40.4% | -49.6% |
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 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