+31.5%
ORCL vs OMC
+14.6%
+16.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.3% |
| 7D | +5.3% | -6.4% | +11.7% | +5.9% |
| 30D | +10.0% | +1.1% | +8.9% | +9.8% |
| 3M | -32.6% | +10.4% | -43.0% | -33.6% |
| 6M | +4.9% | -1.7% | +6.6% | +4.8% |
| YTD | -17.8% | +4.4% | -22.2% | -18.7% |
| 1Y | -28.0% | +8.4% | -36.4% | -29.1% |
| All | +31.5% | +14.6% | +16.9% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling