+91.4%
ORCL vs LIN
+61.6%
+29.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.4% |
| 7D | +5.3% | -2.1% | +7.4% | +6.0% |
| 30D | +10.0% | -2.4% | +12.4% | +10.8% |
| 3M | -32.6% | -5.6% | -27.0% | -31.6% |
| 6M | +4.9% | -3.4% | +8.3% | +4.9% |
| YTD | -17.8% | +13.1% | -30.9% | -23.5% |
| 1Y | -28.0% | +2.5% | -30.5% | -30.1% |
| 3Y | +36.0% | +27.6% | +8.4% | +17.7% |
| All | +91.4% | +61.6% | +29.9% | +47.4% |
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