+1,418.4%
ORCL vs MKTX
+1,446.2%
-27.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +10.0% | +1.1% | +8.9% | +9.7% |
| 3M | -32.6% | +36.1% | -68.7% | -37.4% |
| 6M | +4.9% | -12.9% | +17.8% | +7.1% |
| YTD | -17.8% | -8.5% | -9.2% | -17.0% |
| 1Y | -28.0% | -7.5% | -20.4% | -27.8% |
| 3Y | +36.0% | -28.3% | +64.4% | +40.0% |
| 5Y | +88.7% | -63.3% | +152.0% | +121.4% |
| 10Y | +346.9% | +4.5% | +342.4% | +294.1% |
| All | +1,418.4% | +1,446.2% | -27.8% | +492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling