+93.1%
ORCL vs LYB
-0.7%
+93.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +10.9% | -3.1% | +14.0% | +11.5% |
| 30D | +7.0% | +4.0% | +3.0% | +6.0% |
| 3M | -21.2% | +2.4% | -23.6% | -21.8% |
| 6M | +7.4% | -1.4% | +8.8% | +6.2% |
| YTD | -16.3% | +53.9% | -70.2% | -25.7% |
| 1Y | -32.3% | +26.1% | -58.4% | -37.0% |
| 3Y | +32.6% | -21.0% | +53.6% | +37.1% |
| 5Y | +93.1% | -0.7% | +93.8% | +81.2% |
| All | +93.1% | -0.7% | +93.8% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling