-49.5%
ORCL vs MAR
+62.0%
-111.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -4.0% | -1.6% |
| 7D | -14.4% | +7.7% | -22.1% | -13.4% |
| 30D | -12.8% | +19.4% | -32.2% | -10.8% |
| 3M | -14.8% | +23.3% | -38.1% | -12.4% |
| 6M | -30.9% | +22.8% | -53.7% | -29.6% |
| YTD | -35.7% | +37.8% | -73.4% | -32.8% |
| 1Y | -49.5% | +57.4% | -106.8% | -44.0% |
| All | -49.5% | +62.0% | -111.5% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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