-31.1%
ORCL vs PSX
+102.1%
-133.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.6% |
| 7D | +15.0% | +2.8% | +12.2% | +15.5% |
| 30D | +10.5% | +27.8% | -17.2% | +14.6% |
| 3M | -23.0% | +42.0% | -65.0% | -18.7% |
| 6M | +7.0% | +58.1% | -51.1% | +13.5% |
| YTD | -15.8% | +105.0% | -120.8% | -3.9% |
| 1Y | -31.1% | +104.9% | -136.0% | -18.2% |
| All | -31.1% | +102.1% | -133.1% | -18.2% |
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