-28.0%
ORCL vs M
+46.1%
-74.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.1% |
| 7D | +5.3% | +4.7% | +0.5% | +5.3% |
| 30D | +10.0% | -9.6% | +19.6% | +9.8% |
| 3M | -32.6% | +0.9% | -33.4% | -32.2% |
| 6M | +4.9% | +22.3% | -17.3% | +7.2% |
| YTD | -17.8% | +6.5% | -24.3% | -18.0% |
| 1Y | -28.0% | +38.8% | -66.8% | -23.2% |
| All | -28.0% | +46.1% | -74.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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