-28.0%
ORCL vs S
+10.1%
-38.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | +5.3% | -7.7% | +13.0% | +8.0% |
| 30D | +10.0% | -5.3% | +15.3% | +11.4% |
| 3M | -32.6% | +20.3% | -52.8% | -37.5% |
| 6M | +4.9% | +47.4% | -42.4% | -11.7% |
| YTD | -17.8% | +32.5% | -50.3% | -29.7% |
| 1Y | -28.0% | +9.5% | -37.5% | -36.9% |
| All | -28.0% | +10.1% | -38.1% | -36.9% |
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