+91.4%
ORCL vs MAR
+165.1%
-73.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | -4.2% | +9.4% | +6.9% |
| 30D | +10.0% | -6.7% | +16.6% | +12.6% |
| 3M | -32.6% | -12.5% | -20.1% | -29.7% |
| 6M | +4.9% | +0.6% | +4.4% | +3.1% |
| YTD | -17.8% | +9.1% | -26.9% | -22.1% |
| 1Y | -28.0% | +26.2% | -54.2% | -36.6% |
| 3Y | +36.0% | +68.2% | -32.1% | +5.0% |
| All | +91.4% | +165.1% | -73.6% | +22.5% |
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