+33,471.1%
ORCL vs RF
+1,537.4%
+31,933.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.3% | +1.3% | +3.9% | +5.0% |
| 30D | +10.0% | -3.6% | +13.6% | +10.9% |
| 3M | -32.6% | +8.1% | -40.7% | -34.0% |
| 6M | +4.9% | +11.5% | -6.5% | +1.8% |
| YTD | -17.8% | +15.6% | -33.3% | -21.1% |
| 1Y | -28.0% | +15.7% | -43.7% | -31.2% |
| 3Y | +36.0% | +86.9% | -50.9% | +14.4% |
| 5Y | +88.7% | +89.8% | -1.1% | +55.2% |
| 10Y | +346.9% | +344.7% | +2.2% | +180.3% |
| All | +33,471.1% | +1,537.4% | +31,933.7% | +6,973.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling