+3,891.2%
ORCL vs MAR
+2,498.9%
+1,392.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | -4.2% | +9.4% | +7.0% |
| 30D | +10.0% | -6.7% | +16.6% | +12.8% |
| 3M | -32.6% | -12.5% | -20.1% | -29.6% |
| 6M | +4.9% | +0.6% | +4.4% | +3.5% |
| YTD | -17.8% | +9.1% | -26.9% | -21.6% |
| 1Y | -28.0% | +26.2% | -54.2% | -35.9% |
| 3Y | +36.0% | +68.2% | -32.1% | +7.8% |
| 5Y | +88.7% | +163.9% | -75.2% | +22.9% |
| 10Y | +346.9% | +420.6% | -73.7% | +94.4% |
| All | +3,891.2% | +2,498.9% | +1,392.3% | +602.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling