-51.7%
ORCL vs PM
+36.8%
-88.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | 0.0% |
| 7D | -11.2% | -5.2% | -5.9% | -13.3% |
| 30D | -18.8% | +2.7% | -21.5% | -17.3% |
| 3M | -18.8% | +5.2% | -24.0% | -16.2% |
| 6M | -39.7% | +17.0% | -56.7% | -35.4% |
| YTD | -39.6% | +25.5% | -65.1% | -34.3% |
| 1Y | -51.7% | +35.5% | -87.3% | -44.8% |
| All | -51.7% | +36.8% | -88.6% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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