+30.6%
ORCL vs OMC
+49.2%
-18.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -11.2% | +6.3% | -17.4% | -12.3% |
| 30D | -18.8% | +15.4% | -34.2% | -21.3% |
| 3M | -18.8% | +5.8% | -24.5% | -19.9% |
| 6M | -39.7% | +14.7% | -54.4% | -42.1% |
| YTD | -39.6% | +10.3% | -49.9% | -41.6% |
| 1Y | -51.7% | +23.2% | -75.0% | -54.8% |
| 3Y | +10.2% | +24.6% | -14.4% | -1.4% |
| All | +30.6% | +49.2% | -18.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling