+30.6%
ORCL vs O
+10.1%
+20.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -11.2% | +3.7% | -14.9% | -11.3% |
| 30D | -18.8% | +11.2% | -30.0% | -19.4% |
| 3M | -18.8% | -4.0% | -14.8% | -18.5% |
| 6M | -39.7% | -5.2% | -34.5% | -39.5% |
| YTD | -39.6% | +9.5% | -49.1% | -41.3% |
| 1Y | -51.7% | +10.6% | -62.3% | -53.3% |
| 3Y | +10.2% | +38.1% | -27.9% | -3.4% |
| All | +30.6% | +10.1% | +20.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling