-41.6%
ORCL vs MKTX
-0.3%
-41.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +0.2% | +7.7% | +7.9% |
| 30D | -4.0% | +0.9% | -4.9% | -4.2% |
| 3M | -19.5% | +2.6% | -22.0% | -19.9% |
| 6M | -33.5% | +20.4% | -53.9% | -36.2% |
| YTD | -34.8% | -7.1% | -27.8% | -36.9% |
| 1Y | -41.6% | -2.8% | -38.9% | -44.0% |
| All | -41.6% | -0.3% | -41.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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