-44.9%
ORCL vs T
-6.4%
-38.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.4% | +9.5% |
| 7D | +3.8% | +2.0% | +1.8% | +4.7% |
| 30D | -6.6% | -1.0% | -5.5% | -6.3% |
| 3M | -11.4% | -8.1% | -3.3% | -14.3% |
| 6M | -33.3% | -8.3% | -25.0% | -35.6% |
| YTD | -33.3% | -6.1% | -27.1% | -35.7% |
| 1Y | -44.9% | -7.4% | -37.5% | -48.0% |
| All | -44.9% | -6.4% | -38.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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