-39.7%
ORCL vs OMC
+12.4%
-52.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.6% |
| 7D | -11.2% | +6.3% | -17.4% | -9.7% |
| 30D | -18.8% | +15.4% | -34.2% | -16.2% |
| 3M | -18.8% | +5.8% | -24.5% | -17.0% |
| 6M | -39.7% | +14.7% | -54.4% | -37.1% |
| All | -39.7% | +12.4% | -52.1% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling