+93.6%
ORCL vs ONON
-20.9%
+114.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.3% |
| 7D | +5.3% | -3.0% | +8.2% | +5.8% |
| 30D | +10.0% | -26.7% | +36.7% | +15.1% |
| 3M | -32.6% | -25.3% | -7.3% | -29.8% |
| 6M | +4.9% | -35.3% | +40.2% | +11.2% |
| YTD | -17.8% | -39.8% | +22.0% | -12.0% |
| 1Y | -28.0% | -39.2% | +11.2% | -23.4% |
| 3Y | +36.0% | -4.2% | +40.3% | +33.6% |
| All | +93.6% | -20.9% | +114.5% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 all: compounded portfolio wealth divided by compounded ONON 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…
all analysis · Full analysis span regression · 6 months rolling