+42.7%
ORCL vs MAR
+181.1%
-138.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +8.0% | +1.6% | +6.4% | +7.4% |
| 30D | -4.0% | +13.8% | -17.8% | -8.4% |
| 3M | -19.5% | +20.3% | -39.7% | -24.8% |
| 6M | -33.5% | +21.3% | -54.8% | -38.7% |
| YTD | -34.8% | +37.2% | -72.0% | -43.3% |
| 1Y | -41.6% | +48.4% | -90.1% | -51.2% |
| 3Y | +13.8% | +120.1% | -106.4% | -21.1% |
| All | +42.7% | +181.1% | -138.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling