-51.7%
ORCL vs PL
-3.5%
-48.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | -0.7% |
| 7D | -11.2% | -6.8% | -4.3% | -10.3% |
| 30D | -18.8% | -29.3% | +10.5% | -15.2% |
| 3M | -18.8% | -44.8% | +26.0% | -12.9% |
| 6M | -39.7% | -68.4% | +28.6% | -32.6% |
| YTD | -39.6% | -36.4% | -3.3% | -34.2% |
| 1Y | -51.7% | +0.7% | -52.5% | -44.7% |
| All | -51.7% | -3.5% | -48.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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