+31.5%
ORCL vs MO
+98.0%
-66.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +2.8% |
| 7D | +5.3% | +0.3% | +4.9% | +5.4% |
| 30D | +10.0% | +0.6% | +9.3% | +10.5% |
| 3M | -32.6% | -1.0% | -31.6% | -32.4% |
| 6M | +4.9% | +4.3% | +0.6% | +7.0% |
| YTD | -17.8% | +23.3% | -41.0% | -14.3% |
| 1Y | -28.0% | +10.5% | -38.4% | -26.2% |
| All | +31.5% | +98.0% | -66.5% | +36.5% |
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