+496.9%
ORCL vs IWM
+812.0%
-315.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.8% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +10.0% | -1.3% | +11.2% | +11.3% |
| 3M | -32.6% | +1.6% | -34.2% | -33.2% |
| 6M | +4.9% | +13.6% | -8.6% | -5.1% |
| YTD | -17.8% | +20.8% | -38.5% | -29.2% |
| 1Y | -28.0% | +26.4% | -54.4% | -40.5% |
| 3Y | +36.0% | +60.7% | -24.7% | -8.9% |
| 5Y | +88.7% | +38.2% | +50.5% | +39.2% |
| 10Y | +346.9% | +169.5% | +177.4% | +67.3% |
| All | +496.9% | +812.0% | -315.1% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling