-41.6%
ORCL vs MAR
+47.1%
-88.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +8.0% | +1.6% | +6.4% | +8.2% |
| 30D | -4.0% | +13.8% | -17.8% | -2.1% |
| 3M | -19.5% | +20.3% | -39.7% | -17.2% |
| 6M | -33.5% | +21.3% | -54.8% | -32.1% |
| YTD | -34.8% | +37.2% | -72.0% | -30.5% |
| 1Y | -41.6% | +48.4% | -90.1% | -30.9% |
| All | -41.6% | +47.1% | -88.7% | -30.9% |
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