-53.4%
ORCL vs MOD
-37.4%
-16.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.3% | +0.3% | -5.1% |
| 7D | -17.5% | -34.2% | +16.7% | -9.2% |
| 30D | -20.2% | -51.9% | +31.7% | -5.8% |
| 3M | -19.9% | -53.0% | +33.1% | -5.6% |
| 6M | -37.4% | -66.4% | +28.9% | -21.7% |
| YTD | -40.1% | -31.5% | -8.6% | -33.3% |
| 1Y | -53.4% | -39.6% | -13.8% | -47.3% |
| All | -53.4% | -37.4% | -16.0% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling