+45.4%
ORCL vs O
+9.8%
+35.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +10.4% | -0.4% | +10.8% | +10.4% |
| 30D | -11.2% | +8.3% | -19.5% | -11.7% |
| 3M | -16.8% | -4.0% | -12.8% | -16.5% |
| 6M | -31.5% | -2.6% | -28.8% | -31.4% |
| YTD | -33.9% | +9.9% | -43.8% | -35.8% |
| 1Y | -43.3% | +9.8% | -53.1% | -44.9% |
| 3Y | +16.5% | +39.7% | -23.3% | +1.6% |
| 5Y | +45.4% | +9.2% | +36.2% | +41.5% |
| All | +45.4% | +9.8% | +35.6% | +41.5% |
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