+34.5%
ORCL vs T
+56.8%
-22.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.5% |
| 7D | -6.5% | +2.6% | -9.1% | -6.3% |
| 30D | -16.6% | -1.1% | -15.5% | -16.5% |
| 3M | -21.6% | -7.7% | -13.9% | -21.9% |
| 6M | -39.4% | -10.6% | -28.7% | -39.5% |
| YTD | -38.7% | -7.5% | -31.2% | -39.1% |
| 1Y | -50.4% | -7.4% | -42.9% | -50.7% |
| 3Y | +8.1% | +63.1% | -55.0% | -2.7% |
| 5Y | +34.5% | +55.2% | -20.7% | +24.1% |
| All | +34.5% | +56.8% | -22.3% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling