+33,471.1%
ORCL vs T
+1,918.9%
+31,552.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.8% |
| 7D | +5.3% | -1.3% | +6.5% | +5.7% |
| 30D | +10.0% | +11.4% | -1.4% | +5.5% |
| 3M | -32.6% | +14.3% | -46.9% | -36.4% |
| 6M | +4.9% | -9.3% | +14.2% | +7.3% |
| YTD | -17.8% | +7.1% | -24.9% | -21.6% |
| 1Y | -28.0% | -9.1% | -18.9% | -27.3% |
| 3Y | +36.0% | +105.3% | -69.3% | -4.1% |
| 5Y | +88.7% | +66.8% | +21.9% | +40.8% |
| 10Y | +346.9% | +66.8% | +280.1% | +225.7% |
| All | +33,471.1% | +1,918.9% | +31,552.2% | +7,508.9% |
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