+1,103.2%
ORCL vs MKTX
+1,471.0%
-367.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.6% |
| YTD | -34.8% | -7.1% | -27.8% | -34.5% |
| 1Y | -41.6% | -2.8% | -38.9% | -41.9% |
| 3Y | +13.8% | -21.7% | +35.5% | +15.0% |
| 5Y | +43.4% | -54.5% | +97.9% | +60.3% |
| 10Y | +268.8% | +13.0% | +255.9% | +219.8% |
| All | +1,103.2% | +1,471.0% | -367.9% | +368.0% |
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 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