+9.3%
ORCL vs TAP
-20.1%
+29.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -7.3% |
| 7D | -17.5% | +7.7% | -25.2% | -16.3% |
| 30D | -20.2% | +14.4% | -34.6% | -18.4% |
| 3M | -19.9% | +2.0% | -22.0% | -19.1% |
| 6M | -37.4% | +2.5% | -39.9% | -36.4% |
| YTD | -40.1% | -6.4% | -33.7% | -39.5% |
| 1Y | -53.4% | -2.3% | -51.1% | -53.0% |
| All | +9.3% | -20.1% | +29.4% | +13.7% |
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