+228.4%
ORCL vs PR
+147.8%
+80.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.1% | -6.7% |
| 7D | -17.5% | -16.5% | -0.9% | -16.8% |
| 30D | -20.2% | -4.5% | -15.6% | -20.0% |
| 3M | -19.9% | +8.5% | -28.5% | -20.3% |
| 6M | -37.4% | -3.3% | -34.1% | -37.4% |
| YTD | -40.1% | +55.7% | -95.8% | -41.5% |
| 1Y | -53.4% | +82.0% | -135.4% | -54.8% |
| 3Y | +10.4% | +62.5% | -52.0% | +7.3% |
| 5Y | +29.8% | +223.9% | -194.1% | +22.6% |
| 10Y | +249.2% | +64.2% | +185.0% | +289.9% |
| All | +228.4% | +147.8% | +80.6% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling