+578.4%
ORCL vs PSX
+1,139.4%
-561.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | +4.5% | +0.7% | +4.1% |
| 30D | +10.0% | +26.6% | -16.6% | +3.7% |
| 3M | -32.6% | +39.3% | -71.8% | -38.1% |
| 6M | +4.9% | +56.8% | -51.9% | -6.8% |
| YTD | -17.8% | +101.8% | -119.6% | -31.8% |
| 1Y | -28.0% | +99.6% | -127.6% | -40.4% |
| 3Y | +36.0% | +140.3% | -104.3% | +5.2% |
| 5Y | +88.7% | +339.3% | -250.6% | +20.0% |
| 10Y | +346.9% | +369.9% | -23.0% | +154.1% |
| All | +578.4% | +1,139.4% | -561.1% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling