+32.7%
ORCL vs RUN
-42.7%
+75.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +5.3% | +1.3% | +4.0% | +5.2% |
| 30D | +10.0% | -15.3% | +25.2% | +11.2% |
| 3M | -32.6% | -40.0% | +7.4% | -30.3% |
| 6M | +4.9% | -27.0% | +31.9% | +6.9% |
| YTD | -17.8% | -51.7% | +33.9% | -14.6% |
| 1Y | -28.0% | -45.9% | +17.9% | -25.7% |
| All | +32.7% | -42.7% | +75.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling