+30.6%
ORCL vs RUN
-82.6%
+113.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -11.2% | +33.4% | -44.6% | -13.5% |
| 30D | -18.8% | +31.1% | -50.0% | -20.8% |
| 3M | -18.8% | +6.4% | -25.2% | -19.5% |
| 6M | -39.7% | -22.2% | -17.5% | -38.9% |
| YTD | -39.6% | -45.8% | +6.1% | -37.8% |
| 1Y | -51.7% | -51.1% | -0.6% | -50.0% |
| 3Y | +10.2% | -3.0% | +13.2% | +0.5% |
| All | +30.6% | -82.6% | +113.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling