+396.2%
ORCL vs P
+485.4%
-89.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.8% |
| 7D | +5.3% | +6.5% | -1.3% | +3.8% |
| 30D | +10.0% | +18.8% | -8.9% | +5.3% |
| 3M | -32.6% | +26.7% | -59.3% | -36.5% |
| 6M | +4.9% | +62.2% | -57.2% | -6.8% |
| YTD | -17.8% | +48.5% | -66.3% | -25.9% |
| 1Y | -28.0% | +26.4% | -54.4% | -33.9% |
| 3Y | +36.0% | +159.4% | -123.4% | +5.1% |
| 5Y | +88.7% | +275.8% | -187.1% | +33.9% |
| 10Y | +346.9% | +732.0% | -385.1% | +166.5% |
| All | +396.2% | +485.4% | -89.1% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling