+244.8%
ORCL vs PR
+66.0%
+178.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -11.2% | -16.4% | +5.3% | -10.4% |
| 30D | -18.8% | -1.9% | -16.9% | -18.8% |
| 3M | -18.8% | +8.0% | -26.7% | -19.1% |
| 6M | -39.7% | +4.1% | -43.8% | -40.0% |
| YTD | -39.6% | +58.7% | -98.3% | -41.1% |
| 1Y | -51.7% | +75.8% | -127.6% | -53.2% |
| 3Y | +10.2% | +73.2% | -62.9% | +6.8% |
| 5Y | +30.8% | +230.1% | -199.3% | +23.3% |
| All | +244.8% | +66.0% | +178.7% | +292.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling