+42.7%
ORCL vs IT
-42.2%
+84.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +8.0% | +1.1% | +6.9% | +7.8% |
| 30D | -4.0% | -1.8% | -2.1% | -4.7% |
| 3M | -19.5% | +4.8% | -24.3% | -22.0% |
| 6M | -33.5% | +33.0% | -66.5% | -40.8% |
| YTD | -34.8% | -23.8% | -11.0% | -32.0% |
| 1Y | -41.6% | -16.5% | -25.1% | -41.0% |
| 3Y | +13.8% | -53.6% | +67.4% | +43.8% |
| All | +42.7% | -42.2% | +84.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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