-51.7%
ORCL vs IWM
+13.2%
-64.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.4% |
| 7D | -11.2% | -2.0% | -9.1% | -8.8% |
| 30D | -18.8% | -1.5% | -17.4% | -17.0% |
| 3M | -18.8% | -8.0% | -10.8% | -9.9% |
| 6M | -39.7% | -4.1% | -35.6% | -35.6% |
| YTD | -39.6% | +11.9% | -51.6% | -43.8% |
| 1Y | -51.7% | +15.0% | -66.8% | -55.8% |
| All | -51.7% | +13.2% | -64.9% | -55.8% |
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 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