-54.4%
ORCL vs IRE
-97.0%
+42.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -23.2% | +21.3% | +0.9% |
| 7D | -14.4% | -46.8% | +32.4% | -8.5% |
| 30D | -12.8% | -75.5% | +62.7% | +0.7% |
| 3M | -14.8% | -79.4% | +64.6% | -1.4% |
| 6M | -30.9% | -91.3% | +60.4% | -18.4% |
| YTD | -35.7% | -90.8% | +55.2% | -30.1% |
| 1Y | -49.5% | -97.7% | +48.2% | -40.7% |
| All | -54.4% | -97.0% | +42.6% | -48.2% |
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