-28.0%
ORCL vs P
+32.0%
-60.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.7% |
| 7D | +5.3% | +6.5% | -1.3% | +3.3% |
| 30D | +10.0% | +18.8% | -8.9% | +3.1% |
| 3M | -32.6% | +26.7% | -59.3% | -38.3% |
| 6M | +4.9% | +62.2% | -57.2% | -12.2% |
| YTD | -17.8% | +48.5% | -66.3% | -29.9% |
| 1Y | -28.0% | +26.4% | -54.4% | -48.8% |
| All | -28.0% | +32.0% | -60.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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