+244.8%
ORCL vs P
+713.7%
-468.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | -11.2% | -23.8% | +12.7% | -5.3% |
| 30D | -18.8% | -36.6% | +17.8% | -9.7% |
| 3M | -18.8% | +10.9% | -29.7% | -21.5% |
| 6M | -39.7% | +30.0% | -69.7% | -44.5% |
| YTD | -39.6% | +44.4% | -84.0% | -45.9% |
| 1Y | -51.7% | +3.9% | -55.7% | -54.3% |
| 3Y | +10.2% | +176.6% | -166.4% | -18.2% |
| 5Y | +30.8% | +249.3% | -218.4% | -9.2% |
| All | +244.8% | +713.7% | -468.9% | +96.9% |
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