+29.8%
ORCL vs RACE
+65.1%
-35.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -6.2% |
| 7D | -17.5% | +5.7% | -23.1% | -19.0% |
| 30D | -20.2% | +9.3% | -29.4% | -22.4% |
| 3M | -19.9% | +3.8% | -23.8% | -21.0% |
| 6M | -37.4% | +29.8% | -67.2% | -42.5% |
| YTD | -40.1% | +15.6% | -55.7% | -43.4% |
| 1Y | -53.4% | +5.1% | -58.4% | -54.6% |
| 3Y | +10.4% | +30.8% | -20.4% | -8.4% |
| 5Y | +29.8% | +67.4% | -37.6% | -5.0% |
| All | +29.8% | +65.1% | -35.3% | -5.0% |
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