+242.0%
ORCL vs RF
+280.8%
-38.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -6.4% |
| 7D | -17.5% | -1.6% | -15.9% | -17.1% |
| 30D | -20.2% | +5.0% | -25.2% | -21.3% |
| 3M | -19.9% | -10.0% | -10.0% | -17.9% |
| 6M | -37.4% | +3.3% | -40.7% | -38.3% |
| YTD | -40.1% | +7.9% | -48.1% | -41.9% |
| 1Y | -53.4% | +21.2% | -74.6% | -56.2% |
| 3Y | +10.4% | +105.8% | -95.4% | -11.4% |
| 5Y | +29.8% | +43.7% | -14.0% | +12.0% |
| All | +242.0% | +280.8% | -38.8% | +142.5% |
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