+261.2%
ORCL vs P
+449.6%
-188.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -16.4% | +9.5% | -3.3% |
| 7D | -17.5% | -31.9% | +14.4% | -10.2% |
| 30D | -20.2% | -36.5% | +16.4% | -11.8% |
| 3M | -19.9% | +11.6% | -31.5% | -22.6% |
| 6M | -37.4% | +25.2% | -62.6% | -41.5% |
| YTD | -40.1% | +39.4% | -79.6% | -45.5% |
| 1Y | -53.4% | -3.7% | -49.7% | -54.9% |
| 3Y | +10.4% | +167.3% | -156.9% | -15.3% |
| 5Y | +29.8% | +237.3% | -207.6% | -6.2% |
| 10Y | +249.2% | +698.6% | -449.4% | +110.2% |
| All | +261.2% | +449.6% | -188.4% | +118.6% |
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