-51.7%
ORCL vs S
+31.6%
-83.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -11.2% | -13.4% | +2.3% | -6.9% |
| 30D | -18.8% | -14.0% | -4.8% | -15.0% |
| 3M | -18.8% | +4.9% | -23.6% | -20.5% |
| 6M | -39.7% | +42.0% | -81.7% | -48.7% |
| YTD | -39.6% | +45.1% | -84.8% | -51.2% |
| 1Y | -51.7% | +33.1% | -84.8% | -61.0% |
| All | -51.7% | +31.6% | -83.4% | -61.0% |
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