+91.4%
ORCL vs IT
-40.5%
+132.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +4.3% |
| 7D | +5.3% | -6.0% | +11.3% | +7.0% |
| 30D | +10.0% | 0.0% | +10.0% | +9.7% |
| 3M | -32.6% | +13.1% | -45.7% | -35.7% |
| 6M | +4.9% | +11.7% | -6.8% | +0.1% |
| YTD | -17.8% | -26.1% | +8.4% | -12.0% |
| 1Y | -28.0% | -21.3% | -6.7% | -25.7% |
| 3Y | +36.0% | -46.7% | +82.8% | +62.5% |
| All | +91.4% | -40.5% | +132.0% | +110.9% |
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