-28.0%
ORCL vs PR
+76.5%
-104.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.2% |
| 7D | +5.3% | +2.9% | +2.3% | +5.0% |
| 30D | +10.0% | +18.0% | -8.1% | +7.8% |
| 3M | -32.6% | +16.9% | -49.4% | -33.9% |
| 6M | +4.9% | +28.2% | -23.3% | -1.5% |
| YTD | -17.8% | +69.3% | -87.1% | -28.8% |
| 1Y | -28.0% | +69.5% | -97.5% | -29.3% |
| All | -28.0% | +76.5% | -104.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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