+29.8%
ORCL vs LIN
+68.3%
-38.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -6.7% |
| 7D | -17.5% | +3.6% | -21.1% | -18.6% |
| 30D | -20.2% | +6.4% | -26.5% | -21.9% |
| 3M | -19.9% | +6.5% | -26.4% | -21.9% |
| 6M | -37.4% | +4.9% | -42.3% | -39.1% |
| YTD | -40.1% | +23.4% | -63.6% | -46.1% |
| 1Y | -53.4% | +26.3% | -79.7% | -58.6% |
| 3Y | +10.4% | +38.0% | -27.6% | -7.0% |
| 5Y | +29.8% | +68.0% | -38.2% | -3.4% |
| All | +29.8% | +68.3% | -38.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 5y: compounded portfolio wealth divided by compounded LIN 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…
5y analysis · Full analysis span regression · 6 months rolling