+91.4%
ORCL vs OMC
+33.9%
+57.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.6% |
| 7D | +5.3% | -6.4% | +11.7% | +6.7% |
| 30D | +10.0% | +1.1% | +8.9% | +9.6% |
| 3M | -32.6% | +10.4% | -43.0% | -34.5% |
| 6M | +4.9% | -1.7% | +6.6% | +4.7% |
| YTD | -17.8% | +4.4% | -22.2% | -19.4% |
| 1Y | -28.0% | +8.4% | -36.4% | -30.7% |
| 3Y | +36.0% | +14.4% | +21.6% | +24.9% |
| All | +91.4% | +33.9% | +57.5% | +56.5% |
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