+42.7%
ORCL vs LYB
-4.9%
+47.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.5% |
| 7D | +8.0% | +6.1% | +1.9% | +6.9% |
| 30D | -4.0% | +5.3% | -9.3% | -4.9% |
| 3M | -19.5% | +4.3% | -23.8% | -20.3% |
| 6M | -33.5% | -10.8% | -22.7% | -32.3% |
| YTD | -34.8% | +53.8% | -88.6% | -42.2% |
| 1Y | -41.6% | +50.5% | -92.1% | -48.1% |
| 3Y | +13.8% | -16.4% | +30.2% | +15.6% |
| All | +42.7% | -4.9% | +47.5% | +39.0% |
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