-28.0%
ORCL vs IWM
+27.7%
-55.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.8% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +10.0% | -1.3% | +11.2% | +11.5% |
| 3M | -32.6% | +1.6% | -34.2% | -33.0% |
| 6M | +4.9% | +13.6% | -8.6% | -5.6% |
| YTD | -17.8% | +20.8% | -38.5% | -28.2% |
| 1Y | -28.0% | +26.4% | -54.4% | -34.7% |
| All | -28.0% | +27.7% | -55.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 1y: compounded portfolio wealth divided by compounded IWM 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…
1y analysis · Full analysis span regression · 6 months rolling