+142.2%
ORCL vs OSCR
-9.0%
+151.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -5.4% | +1.6% | -7.0% | -5.5% |
| 30D | -2.0% | +10.7% | -12.6% | -2.7% |
| 3M | -18.1% | +13.4% | -31.4% | -19.0% |
| 6M | -7.2% | +144.6% | -151.8% | -13.7% |
| YTD | -22.2% | +128.0% | -150.2% | -27.3% |
| 1Y | -50.6% | +68.7% | -119.3% | -53.3% |
| 3Y | +22.9% | +398.8% | -375.9% | +4.2% |
| 5Y | +79.3% | +87.3% | -8.0% | +51.9% |
| All | +142.2% | -9.0% | +151.2% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded OSCR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling