-31.1%
ORCL vs OMC
+5.6%
-36.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.2% |
| 7D | +15.0% | -5.8% | +20.8% | +14.4% |
| 30D | +10.5% | -4.8% | +15.4% | +10.1% |
| 3M | -23.0% | +9.2% | -32.2% | -22.3% |
| 6M | +7.0% | -2.5% | +9.5% | +6.1% |
| YTD | -15.8% | +2.6% | -18.4% | -19.7% |
| 1Y | -31.1% | +5.9% | -37.0% | -32.9% |
| All | -31.1% | +5.6% | -36.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling