+91.4%
ORCL vs TAP
+2.2%
+89.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +5.3% | -2.3% | +7.6% | +5.4% |
| 30D | +10.0% | -2.1% | +12.1% | +10.1% |
| 3M | -32.6% | +6.6% | -39.2% | -33.1% |
| 6M | +4.9% | -11.5% | +16.4% | +6.2% |
| YTD | -17.8% | -10.3% | -7.5% | -17.3% |
| 1Y | -28.0% | -14.4% | -13.6% | -27.1% |
| 3Y | +36.0% | -28.3% | +64.3% | +42.0% |
| All | +91.4% | +2.2% | +89.3% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling