-57.5%
ORCL vs Q
+75.8%
-133.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.1% |
| 7D | -6.5% | +4.0% | -10.5% | -7.9% |
| 30D | -16.6% | -2.3% | -14.2% | -16.0% |
| 3M | -21.6% | -7.9% | -13.7% | -19.9% |
| 6M | -39.4% | -16.0% | -23.4% | -37.3% |
| YTD | -38.7% | +51.7% | -90.4% | -50.5% |
| 1Y | -50.4% | +28.3% | -78.7% | -58.3% |
| All | -57.5% | +75.8% | -133.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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