+6,467.9%
ORCL vs O
+5,241.4%
+1,226.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -11.2% | +3.7% | -14.9% | -12.3% |
| 30D | -18.8% | +11.2% | -30.0% | -21.9% |
| 3M | -18.8% | -4.0% | -14.8% | -17.9% |
| 6M | -39.7% | -5.2% | -34.5% | -39.2% |
| YTD | -39.6% | +9.5% | -49.1% | -42.4% |
| 1Y | -51.7% | +10.6% | -62.3% | -54.2% |
| 3Y | +10.2% | +38.1% | -27.9% | -4.8% |
| 5Y | +30.8% | +10.2% | +20.6% | +21.6% |
| 10Y | +252.1% | +71.4% | +180.7% | +160.4% |
| All | +6,467.9% | +5,241.4% | +1,226.5% | +1,371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling