-28.0%
ORCL vs PSX
+101.0%
-129.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.3% | +4.5% | +0.7% | +6.0% |
| 30D | +10.0% | +26.6% | -16.6% | +14.0% |
| 3M | -32.6% | +39.3% | -71.8% | -28.9% |
| 6M | +4.9% | +56.8% | -51.9% | +11.6% |
| YTD | -17.8% | +101.8% | -119.6% | -5.8% |
| 1Y | -28.0% | +99.6% | -127.6% | -14.9% |
| All | -28.0% | +101.0% | -129.0% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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