+246.0%
ORCL vs P
+691.2%
-445.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -6.5% | -13.3% | +6.8% | -3.4% |
| 30D | -16.6% | -34.0% | +17.4% | -8.1% |
| 3M | -21.6% | +4.1% | -25.7% | -23.1% |
| 6M | -39.4% | +30.5% | -69.8% | -44.2% |
| YTD | -38.7% | +52.2% | -90.8% | -45.8% |
| 1Y | -50.4% | +10.3% | -60.6% | -53.7% |
| 3Y | +8.1% | +180.9% | -172.8% | -20.2% |
| 5Y | +34.5% | +259.7% | -225.2% | -7.5% |
| 10Y | +246.0% | +652.6% | -406.6% | +99.2% |
| All | +246.0% | +691.2% | -445.1% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling