+244.8%
ORCL vs RF
+279.4%
-34.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | -0.9% | -10.2% | -11.0% |
| 30D | -18.8% | +6.0% | -24.9% | -20.2% |
| 3M | -18.8% | -8.9% | -9.9% | -16.9% |
| 6M | -39.7% | +2.3% | -42.1% | -40.4% |
| YTD | -39.6% | +7.6% | -47.2% | -41.4% |
| 1Y | -51.7% | +21.2% | -72.9% | -54.7% |
| 3Y | +10.2% | +108.5% | -98.3% | -11.8% |
| 5Y | +30.8% | +43.2% | -12.4% | +13.0% |
| All | +244.8% | +279.4% | -34.6% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling