-41.6%
ORCL vs IWM
+15.9%
-57.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | +8.0% | +1.4% | +6.6% | +6.2% |
| 30D | -4.0% | +2.3% | -6.3% | -6.2% |
| 3M | -19.5% | -8.3% | -11.1% | -10.5% |
| 6M | -33.5% | -1.3% | -32.1% | -31.0% |
| YTD | -34.8% | +13.5% | -48.3% | -39.7% |
| 1Y | -41.6% | +18.4% | -60.0% | -46.2% |
| All | -41.6% | +15.9% | -57.5% | -46.2% |
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