-28.0%
ORCL vs O
+11.2%
-39.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +2.3% |
| 7D | +5.3% | -0.7% | +6.0% | +4.5% |
| 30D | +10.0% | -1.9% | +11.8% | +7.9% |
| 3M | -32.6% | +3.8% | -36.4% | -29.9% |
| 6M | +4.9% | -4.7% | +9.7% | +2.6% |
| YTD | -17.8% | +12.5% | -30.2% | -11.7% |
| 1Y | -28.0% | +10.8% | -38.8% | -19.9% |
| All | -28.0% | +11.2% | -39.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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