-28.0%
ORCL vs MA
-1.7%
-26.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +2.8% |
| 7D | +5.3% | -2.7% | +8.0% | +4.4% |
| 30D | +10.0% | +1.5% | +8.4% | +10.5% |
| 3M | -32.6% | +20.4% | -53.0% | -28.8% |
| 6M | +4.9% | +11.1% | -6.2% | +7.5% |
| YTD | -17.8% | +2.0% | -19.7% | -22.1% |
| 1Y | -28.0% | -2.2% | -25.8% | -30.9% |
| All | -28.0% | -1.7% | -26.3% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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