+128.8%
ORCL vs PL
+84.9%
+43.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.2% |
| 7D | +5.3% | -9.3% | +14.6% | +6.3% |
| 30D | +10.0% | -18.9% | +28.9% | +12.4% |
| 3M | -32.6% | -58.4% | +25.8% | -26.4% |
| 6M | +4.9% | -30.3% | +35.2% | +7.1% |
| YTD | -17.8% | -8.1% | -9.6% | -18.7% |
| 1Y | -28.0% | +180.5% | -208.5% | -38.6% |
| 3Y | +36.0% | +444.1% | -408.1% | +2.5% |
| 5Y | +88.7% | +83.0% | +5.7% | +40.0% |
| All | +128.8% | +84.9% | +43.9% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling