+30.6%
ORCL vs IT
-43.2%
+73.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.7% |
| 7D | -11.2% | -16.9% | +5.8% | -8.1% |
| 30D | -18.8% | +2.3% | -21.2% | -20.4% |
| 3M | -18.8% | +2.9% | -21.6% | -21.1% |
| 6M | -39.7% | +25.9% | -65.6% | -45.5% |
| YTD | -39.6% | -24.6% | -15.0% | -36.9% |
| 1Y | -51.7% | -16.0% | -35.7% | -51.4% |
| 3Y | +10.2% | -51.6% | +61.8% | +36.1% |
| All | +30.6% | -43.2% | +73.7% | +43.8% |
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