+10.2%
ORCL vs MO
+133.3%
-123.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | 0.0% |
| 7D | -11.2% | -2.4% | -8.7% | -12.2% |
| 30D | -18.8% | +9.7% | -28.5% | -15.1% |
| 3M | -18.8% | +14.1% | -32.9% | -13.3% |
| 6M | -39.7% | +11.9% | -51.6% | -35.8% |
| YTD | -39.6% | +38.4% | -78.0% | -33.0% |
| 1Y | -51.7% | +41.9% | -93.6% | -46.2% |
| 3Y | +10.2% | +134.5% | -124.3% | +26.1% |
| All | +10.2% | +133.3% | -123.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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