-28.0%
ORCL vs LYB
+25.6%
-53.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.0% |
| 7D | +5.3% | -0.2% | +5.5% | +5.2% |
| 30D | +10.0% | +8.7% | +1.2% | +9.9% |
| 3M | -32.6% | -3.0% | -29.6% | -32.5% |
| 6M | +4.9% | +4.7% | +0.2% | +4.9% |
| YTD | -17.8% | +51.6% | -69.3% | -15.7% |
| 1Y | -28.0% | +24.4% | -52.3% | -25.3% |
| All | -28.0% | +25.6% | -53.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling