+244.8%
ORCL vs IWM
+162.8%
+81.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -11.2% | -2.0% | -9.1% | -9.9% |
| 30D | -18.8% | -1.5% | -17.4% | -17.8% |
| 3M | -18.8% | -8.0% | -10.8% | -13.8% |
| 6M | -39.7% | -4.1% | -35.6% | -37.5% |
| YTD | -39.6% | +11.9% | -51.6% | -43.2% |
| 1Y | -51.7% | +15.0% | -66.8% | -55.3% |
| 3Y | +10.2% | +64.2% | -54.0% | -18.1% |
| 5Y | +30.8% | +20.4% | +10.4% | +15.1% |
| All | +244.8% | +162.8% | +81.9% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling