-43.3%
ORCL vs T
-8.7%
-34.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.2% |
| 7D | +10.4% | +1.6% | +8.7% | +11.2% |
| 30D | -11.2% | -2.9% | -8.3% | -11.9% |
| 3M | -16.8% | -7.5% | -9.3% | -19.2% |
| 6M | -31.5% | -9.9% | -21.6% | -34.5% |
| YTD | -33.9% | -6.4% | -27.5% | -36.6% |
| 1Y | -43.3% | -9.4% | -33.9% | -48.5% |
| All | -43.3% | -8.7% | -34.6% | -48.5% |
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