+13.8%
ORCL vs TAP
-22.2%
+35.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -0.8% |
| 7D | +8.0% | +1.3% | +6.7% | +8.2% |
| 30D | -4.0% | +5.7% | -9.7% | -2.9% |
| 3M | -19.5% | -1.9% | -17.6% | -19.1% |
| 6M | -33.5% | +0.9% | -34.4% | -32.7% |
| YTD | -34.8% | -9.5% | -25.3% | -34.4% |
| 1Y | -41.6% | -9.0% | -32.7% | -41.3% |
| 3Y | +13.8% | -22.2% | +36.0% | +19.2% |
| All | +13.8% | -22.2% | +35.9% | +19.2% |
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