+334.6%
ORCL vs IWM
+737.1%
-402.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.6% | -2.3% | -3.1% |
| 7D | -17.5% | -4.6% | -12.9% | -14.1% |
| 30D | -20.2% | -3.7% | -16.5% | -17.3% |
| 3M | -19.9% | -9.4% | -10.6% | -12.6% |
| 6M | -37.4% | -3.6% | -33.8% | -34.9% |
| YTD | -40.1% | +10.8% | -51.0% | -44.4% |
| 1Y | -53.4% | +11.9% | -65.3% | -57.1% |
| 3Y | +10.4% | +60.6% | -50.1% | -25.5% |
| 5Y | +29.8% | +19.2% | +10.6% | +9.1% |
| 10Y | +249.2% | +165.3% | +83.9% | +32.3% |
| All | +334.6% | +737.1% | -402.5% | -61.0% |
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