-49.5%
ORCL vs S
+36.5%
-86.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -2.5% |
| 7D | -14.4% | -8.2% | -6.2% | -12.0% |
| 30D | -12.8% | -7.6% | -5.2% | -10.9% |
| 3M | -14.8% | +12.0% | -26.8% | -18.4% |
| 6M | -30.9% | +50.6% | -81.5% | -42.2% |
| YTD | -35.7% | +56.6% | -92.3% | -49.2% |
| 1Y | -49.5% | +39.2% | -88.7% | -60.2% |
| All | -49.5% | +36.5% | -86.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling