+6,414.7%
ORCL vs O
+5,283.0%
+1,131.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.1% |
| 7D | -17.5% | +4.5% | -22.0% | -18.8% |
| 30D | -20.2% | +10.2% | -30.4% | -22.9% |
| 3M | -19.9% | -3.8% | -16.2% | -19.1% |
| 6M | -37.4% | -3.8% | -33.6% | -37.2% |
| YTD | -40.1% | +10.3% | -50.5% | -43.0% |
| 1Y | -53.4% | +11.9% | -65.3% | -55.9% |
| 3Y | +10.4% | +38.1% | -27.7% | -4.6% |
| 5Y | +29.8% | +11.1% | +18.7% | +20.3% |
| 10Y | +249.2% | +72.7% | +176.5% | +157.6% |
| All | +6,414.7% | +5,283.0% | +1,131.7% | +1,355.8% |
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