+32.7%
ORCL vs RACE
+36.9%
-4.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.5% |
| 7D | +5.3% | -2.5% | +7.8% | +5.9% |
| 30D | +10.0% | +0.8% | +9.2% | +9.8% |
| 3M | -32.6% | +17.2% | -49.7% | -35.0% |
| 6M | +4.9% | +13.6% | -8.6% | +1.4% |
| YTD | -17.8% | +12.2% | -30.0% | -20.5% |
| 1Y | -28.0% | -16.3% | -11.7% | -25.9% |
| All | +32.7% | +36.9% | -4.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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