+24,338.5%
ORCL vs RF
+1,429.2%
+22,909.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -6.4% |
| 7D | -17.5% | -1.6% | -15.9% | -17.2% |
| 30D | -20.2% | +5.0% | -25.2% | -21.2% |
| 3M | -19.9% | -10.0% | -10.0% | -18.0% |
| 6M | -37.4% | +3.3% | -40.7% | -38.2% |
| YTD | -40.1% | +7.9% | -48.1% | -41.7% |
| 1Y | -53.4% | +21.2% | -74.6% | -55.9% |
| 3Y | +10.4% | +105.8% | -95.4% | -9.2% |
| 5Y | +29.8% | +43.7% | -14.0% | +14.0% |
| 10Y | +249.2% | +289.4% | -40.2% | +125.8% |
| All | +24,338.5% | +1,429.2% | +22,909.3% | +5,126.0% |
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