+30.6%
ORCL vs T
+52.3%
-21.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | -11.2% | +1.0% | -12.2% | -11.1% |
| 30D | -18.8% | -10.6% | -8.2% | -19.2% |
| 3M | -18.8% | -7.7% | -11.0% | -19.2% |
| 6M | -39.7% | -13.3% | -26.4% | -39.9% |
| YTD | -39.6% | -8.8% | -30.9% | -40.1% |
| 1Y | -51.7% | -8.4% | -43.3% | -52.2% |
| 3Y | +10.2% | +59.6% | -49.4% | -0.7% |
| All | +30.6% | +52.3% | -21.8% | +20.2% |
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