-49.6%
ORCL vs OMC
+24.4%
-74.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +3.2% |
| 7D | +0.5% | +5.4% | -4.9% | +0.7% |
| 30D | -15.3% | +15.7% | -31.0% | -15.1% |
| 3M | -18.2% | +4.9% | -23.1% | -17.8% |
| 6M | -38.4% | +17.3% | -55.7% | -38.6% |
| YTD | -37.7% | +13.0% | -50.7% | -39.9% |
| All | -49.6% | +24.4% | -74.0% | -48.7% |
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