+13.8%
ORCL vs M
+158.0%
-144.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +8.0% | +7.0% | +0.9% | +6.8% |
| 30D | -4.0% | +8.9% | -12.9% | -5.3% |
| 3M | -19.5% | +4.5% | -24.0% | -20.2% |
| 6M | -33.5% | +36.2% | -69.7% | -36.9% |
| YTD | -34.8% | +15.1% | -50.0% | -36.9% |
| 1Y | -41.6% | +27.4% | -69.1% | -44.8% |
| 3Y | +13.8% | +160.1% | -146.4% | -17.5% |
| All | +13.8% | +158.0% | -144.2% | -17.5% |
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