+33.3%
ORCL vs MKTX
-24.9%
+58.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | +0.4% | +14.6% | +15.0% |
| 30D | +10.5% | +1.0% | +9.6% | +10.5% |
| 3M | -23.0% | +41.3% | -64.3% | -24.1% |
| 6M | +7.0% | -11.3% | +18.3% | +5.1% |
| YTD | -15.8% | -8.6% | -7.3% | -17.5% |
| 1Y | -31.1% | -11.1% | -20.0% | -32.5% |
| 3Y | +33.3% | -24.5% | +57.8% | +25.2% |
| All | +33.3% | -24.9% | +58.1% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling