-44.9%
ORCL vs PSX
+90.8%
-135.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.6% | +8.9% |
| 7D | +3.8% | -0.4% | +4.1% | +3.6% |
| 30D | -6.6% | -8.1% | +1.5% | -7.6% |
| 3M | -11.4% | +15.9% | -27.3% | -10.2% |
| 6M | -33.3% | +49.4% | -82.7% | -30.6% |
| YTD | -33.3% | +104.7% | -137.9% | -28.0% |
| 1Y | -44.9% | +89.1% | -134.0% | -40.5% |
| All | -44.9% | +90.8% | -135.7% | -40.5% |
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