+24,338.5%
ORCL vs T
+1,634.8%
+22,703.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -17.5% | +4.3% | -21.8% | -18.8% |
| 30D | -20.2% | -9.7% | -10.5% | -17.9% |
| 3M | -19.9% | -4.3% | -15.6% | -19.8% |
| 6M | -37.4% | -13.7% | -23.8% | -35.4% |
| YTD | -40.1% | -8.0% | -32.2% | -40.4% |
| 1Y | -53.4% | -6.9% | -46.5% | -53.9% |
| 3Y | +10.4% | +59.7% | -49.3% | -15.0% |
| 5Y | +29.8% | +53.4% | -23.7% | -1.7% |
| 10Y | +249.2% | +58.2% | +191.0% | +155.2% |
| All | +24,338.5% | +1,634.8% | +22,703.7% | +5,684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling