+42.7%
ORCL vs OMC
+52.4%
-9.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +8.0% | +1.9% | +6.1% | +7.6% |
| 30D | -4.0% | +12.2% | -16.2% | -6.3% |
| 3M | -19.5% | +0.6% | -20.1% | -19.7% |
| 6M | -33.5% | +21.0% | -54.5% | -36.8% |
| YTD | -34.8% | +12.4% | -47.2% | -37.2% |
| 1Y | -41.6% | +25.4% | -67.0% | -45.5% |
| 3Y | +13.8% | +29.2% | -15.4% | +0.7% |
| All | +42.7% | +52.4% | -9.8% | +8.3% |
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