+8,849.2%
ORCL vs O
+5,387.7%
+3,461.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +10.0% | -1.9% | +11.8% | +10.6% |
| 3M | -32.6% | +3.8% | -36.4% | -33.8% |
| 6M | +4.9% | -4.7% | +9.7% | +5.8% |
| YTD | -17.8% | +12.5% | -30.2% | -22.0% |
| 1Y | -28.0% | +10.8% | -38.8% | -31.5% |
| 3Y | +36.0% | +28.8% | +7.2% | +20.7% |
| 5Y | +88.7% | +13.2% | +75.5% | +74.1% |
| 10Y | +346.9% | +53.5% | +293.4% | +245.2% |
| All | +8,849.2% | +5,387.7% | +3,461.5% | +1,892.1% |
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