+13.8%
ORCL vs IWM
+70.6%
-56.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +8.0% | +1.4% | +6.6% | +6.7% |
| 30D | -4.0% | +2.3% | -6.3% | -5.5% |
| 3M | -19.5% | -8.3% | -11.1% | -12.8% |
| 6M | -33.5% | -1.3% | -32.1% | -31.9% |
| YTD | -34.8% | +13.5% | -48.3% | -40.1% |
| 1Y | -41.6% | +18.4% | -60.0% | -48.0% |
| 3Y | +13.8% | +69.6% | -55.9% | -18.3% |
| All | +13.8% | +70.6% | -56.8% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling