-49.6%
ORCL vs M
+25.7%
-75.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.9% | +3.0% |
| 7D | +0.5% | +2.5% | -2.1% | +0.5% |
| 30D | -15.3% | +10.1% | -25.3% | -15.3% |
| 3M | -18.2% | -0.9% | -17.3% | -18.3% |
| 6M | -38.4% | +30.2% | -68.6% | -37.3% |
| YTD | -37.7% | +16.3% | -54.0% | -38.5% |
| All | -49.6% | +25.7% | -75.3% | -50.3% |
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