+934.6%
ORCL vs MA
+17,925.8%
-16,991.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -6.0% |
| 7D | -17.5% | +3.2% | -20.7% | -18.6% |
| 30D | -20.2% | +15.9% | -36.1% | -24.9% |
| 3M | -19.9% | +15.2% | -35.1% | -24.6% |
| 6M | -37.4% | +32.4% | -69.8% | -44.6% |
| YTD | -40.1% | +15.6% | -55.8% | -44.3% |
| 1Y | -53.4% | +19.3% | -72.7% | -57.3% |
| 3Y | +10.4% | +73.0% | -62.6% | -13.6% |
| 5Y | +29.8% | +93.7% | -64.0% | -3.8% |
| 10Y | +249.2% | +575.0% | -325.7% | +56.7% |
| All | +934.6% | +17,925.8% | -16,991.1% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling