+397.9%
ORCL vs PSX
+1,093.9%
-696.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | -11.2% | -13.1% | +2.0% | -8.1% |
| 30D | -18.8% | -9.5% | -9.3% | -17.1% |
| 3M | -18.8% | +20.2% | -39.0% | -22.7% |
| 6M | -39.7% | +44.9% | -84.6% | -45.5% |
| YTD | -39.6% | +94.4% | -134.0% | -49.7% |
| 1Y | -51.7% | +83.1% | -134.8% | -59.2% |
| 3Y | +10.2% | +132.2% | -121.9% | -14.2% |
| 5Y | +30.8% | +278.8% | -248.0% | -13.5% |
| 10Y | +252.1% | +354.2% | -102.1% | +101.1% |
| All | +397.9% | +1,093.9% | -696.1% | +120.9% |
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 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