-49.5%
ORCL vs ON
+41.6%
-91.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.6% |
| 7D | -14.4% | -5.8% | -8.6% | -13.3% |
| 30D | -12.8% | -17.1% | +4.3% | -9.6% |
| 3M | -14.8% | -11.8% | -3.0% | -12.9% |
| 6M | -30.9% | -30.2% | -0.7% | -26.9% |
| YTD | -35.7% | +31.6% | -67.2% | -40.0% |
| 1Y | -49.5% | +47.6% | -97.0% | -55.2% |
| All | -49.5% | +41.6% | -91.1% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling