+91.4%
ORCL vs RUN
-80.5%
+171.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 3M | -32.6% | -40.0% | +7.4% | -30.1% |
| 6M | +4.9% | -27.0% | +31.9% | +7.0% |
| YTD | -17.8% | -51.7% | +33.9% | -14.3% |
| 1Y | -28.0% | -45.9% | +17.9% | -25.7% |
| 3Y | +36.0% | -43.8% | +79.8% | +29.9% |
| All | +91.4% | -80.5% | +171.9% | +89.6% |
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 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