+29.8%
ORCL vs PL
+11.6%
+18.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -10.1% | +3.2% | -5.7% |
| 7D | -17.5% | -20.5% | +3.1% | -15.1% |
| 30D | -20.2% | -38.8% | +18.6% | -15.4% |
| 3M | -19.9% | -49.1% | +29.2% | -13.6% |
| 6M | -37.4% | -69.4% | +32.0% | -29.4% |
| YTD | -40.1% | -42.3% | +2.2% | -37.5% |
| 1Y | -53.4% | -14.2% | -39.2% | -53.7% |
| 3Y | +10.4% | +398.7% | -388.3% | -14.8% |
| 5Y | +29.8% | +11.1% | +18.6% | +5.0% |
| All | +29.8% | +11.6% | +18.2% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling