+13,685.6%
ORCL vs IT
+6,105.9%
+7,579.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +4.4% |
| 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% | -36.3% |
| 6M | +4.9% | +11.7% | -6.8% | -0.7% |
| YTD | -17.8% | -26.1% | +8.4% | -13.3% |
| 1Y | -28.0% | -21.3% | -6.7% | -26.4% |
| 3Y | +36.0% | -46.7% | +82.8% | +52.5% |
| 5Y | +88.7% | -40.5% | +129.2% | +103.0% |
| 10Y | +346.9% | +103.9% | +243.0% | +228.1% |
| All | +13,685.6% | +6,105.9% | +7,579.7% | +3,080.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling