+38.4%
ORCL vs LIN
+70.5%
-32.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.8% |
| 7D | -14.4% | +3.3% | -17.7% | -15.4% |
| 30D | -12.8% | +8.8% | -21.6% | -15.4% |
| 3M | -14.8% | +8.6% | -23.4% | -17.4% |
| 6M | -30.9% | +7.0% | -37.9% | -33.2% |
| YTD | -35.7% | +24.3% | -59.9% | -42.2% |
| 1Y | -49.5% | +27.3% | -76.7% | -55.2% |
| 3Y | +18.6% | +38.9% | -20.3% | -0.3% |
| 5Y | +38.4% | +69.4% | -30.9% | +2.5% |
| All | +38.4% | +70.5% | -32.0% | +2.5% |
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