+29,195.9%
ORCL vs M
+425.5%
+28,770.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.9% | -1.1% | -5.6% |
| 7D | -17.5% | -2.1% | -15.3% | -17.2% |
| 30D | -20.2% | +7.7% | -27.9% | -21.6% |
| 3M | -19.9% | -4.4% | -15.6% | -19.5% |
| 6M | -37.4% | +27.5% | -64.9% | -41.2% |
| YTD | -40.1% | +12.8% | -52.9% | -42.7% |
| 1Y | -53.4% | +20.7% | -74.1% | -56.3% |
| 3Y | +10.4% | +111.3% | -100.9% | -13.1% |
| 5Y | +29.8% | -6.3% | +36.1% | +15.0% |
| 10Y | +249.2% | +1.5% | +247.7% | +148.8% |
| All | +29,195.9% | +425.5% | +28,770.3% | +9,115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling