-51.7%
ORCL vs MA
+19.4%
-71.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.7% |
| 7D | -11.2% | +2.3% | -13.5% | -10.5% |
| 30D | -18.8% | +14.7% | -33.5% | -16.3% |
| 3M | -18.8% | +13.5% | -32.3% | -16.3% |
| 6M | -39.7% | +33.1% | -72.8% | -36.1% |
| YTD | -39.6% | +15.1% | -54.7% | -41.7% |
| 1Y | -51.7% | +18.7% | -70.5% | -50.3% |
| All | -51.7% | +19.4% | -71.1% | -50.3% |
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