+30.6%
ORCL vs RACE
+65.0%
-34.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -11.2% | +5.1% | -16.2% | -12.6% |
| 30D | -18.8% | +7.7% | -26.5% | -20.8% |
| 3M | -18.8% | +2.2% | -21.0% | -19.4% |
| 6M | -39.7% | +23.8% | -63.5% | -43.8% |
| YTD | -39.6% | +13.9% | -53.5% | -42.7% |
| 1Y | -51.7% | +3.8% | -55.5% | -52.8% |
| 3Y | +10.2% | +28.0% | -17.8% | -7.8% |
| All | +30.6% | +65.0% | -34.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling