+664.6%
ORCL vs LYB
+622.7%
+41.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.6% |
| 7D | +5.3% | -0.2% | +5.5% | +5.2% |
| 30D | +10.0% | +8.7% | +1.2% | +7.1% |
| 3M | -32.6% | -3.0% | -29.6% | -32.4% |
| 6M | +4.9% | +4.7% | +0.2% | +1.6% |
| YTD | -17.8% | +51.6% | -69.3% | -29.0% |
| 1Y | -28.0% | +24.4% | -52.3% | -34.6% |
| 3Y | +36.0% | -23.5% | +59.5% | +39.7% |
| 5Y | +88.7% | -6.5% | +95.2% | +79.0% |
| 10Y | +346.9% | +40.5% | +306.4% | +236.2% |
| All | +664.6% | +622.7% | +41.9% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling