+32.7%
ORCL vs M
+117.7%
-85.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.7% |
| 7D | +5.3% | +4.7% | +0.5% | +4.6% |
| 30D | +10.0% | -9.6% | +19.6% | +11.5% |
| 3M | -32.6% | +0.9% | -33.4% | -32.8% |
| 6M | +4.9% | +22.3% | -17.3% | +1.6% |
| YTD | -17.8% | +6.5% | -24.3% | -19.2% |
| 1Y | -28.0% | +38.8% | -66.8% | -32.9% |
| All | +32.7% | +117.7% | -85.0% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling