+409.2%
ORCL vs RACE
+647.6%
-238.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.7% |
| 7D | +5.3% | -2.5% | +7.8% | +6.2% |
| 30D | +10.0% | +0.8% | +9.2% | +9.6% |
| 3M | -32.6% | +17.2% | -49.7% | -36.2% |
| 6M | +4.9% | +13.6% | -8.6% | -0.1% |
| YTD | -17.8% | +12.2% | -30.0% | -21.7% |
| 1Y | -28.0% | -16.3% | -11.7% | -25.2% |
| 3Y | +36.0% | +36.4% | -0.4% | +15.0% |
| 5Y | +88.7% | +95.0% | -6.2% | +37.8% |
| 10Y | +346.9% | +813.2% | -466.3% | +98.2% |
| All | +409.2% | +647.6% | -238.4% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling