+32.7%
ORCL vs TAP
-28.0%
+60.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +5.3% | -2.3% | +7.6% | +5.0% |
| 30D | +10.0% | -2.1% | +12.1% | +9.8% |
| 3M | -32.6% | +6.6% | -39.2% | -32.1% |
| 6M | +4.9% | -11.5% | +16.4% | +5.2% |
| YTD | -17.8% | -10.3% | -7.5% | -17.8% |
| 1Y | -28.0% | -14.4% | -13.6% | -27.7% |
| All | +32.7% | -28.0% | +60.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling