+13.8%
ORCL vs PSX
+157.7%
-143.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | +8.0% | +7.8% | +0.2% | +6.7% |
| 30D | -4.0% | -10.9% | +6.9% | -2.5% |
| 3M | -19.5% | +14.5% | -33.9% | -21.5% |
| 6M | -33.5% | +56.1% | -89.6% | -38.9% |
| YTD | -34.8% | +109.6% | -144.4% | -44.6% |
| 1Y | -41.6% | +95.5% | -137.1% | -49.5% |
| 3Y | +13.8% | +156.2% | -142.4% | -19.0% |
| All | +13.8% | +157.7% | -143.9% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling