-58.5%
ORCL vs Q
+56.5%
-115.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.4% | +0.4% | -4.2% |
| 7D | -17.5% | -10.3% | -7.2% | -14.1% |
| 30D | -20.2% | -17.7% | -2.5% | -14.6% |
| 3M | -19.9% | -18.8% | -1.1% | -14.3% |
| 6M | -37.4% | -24.8% | -12.6% | -32.6% |
| YTD | -40.1% | +35.0% | -75.1% | -49.5% |
| 1Y | -53.4% | +10.7% | -64.1% | -58.9% |
| All | -58.5% | +56.5% | -115.0% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling