+372.3%
ORCL vs RUN
-31.9%
+404.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.2% |
| 6M | +4.9% | -27.0% | +31.9% | +6.8% |
| YTD | -17.8% | -51.7% | +33.9% | -14.5% |
| 1Y | -28.0% | -45.9% | +17.9% | -25.9% |
| 3Y | +36.0% | -43.8% | +79.8% | +29.9% |
| 5Y | +88.7% | -80.5% | +169.2% | +86.2% |
| 10Y | +346.9% | +45.3% | +301.6% | +256.3% |
| All | +372.3% | -31.9% | +404.2% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling