+270.3%
ORCL vs TER
+998.2%
-727.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | +0.1% |
| 7D | +8.0% | +14.4% | -6.4% | +4.1% |
| 30D | -4.0% | -30.6% | +26.6% | +5.1% |
| 3M | -19.5% | -39.2% | +19.7% | -9.3% |
| 6M | -33.5% | -31.3% | -2.2% | -29.2% |
| YTD | -34.8% | +29.1% | -63.9% | -43.7% |
| 1Y | -41.6% | +47.4% | -89.0% | -51.5% |
| 3Y | +13.8% | +191.2% | -177.5% | -26.1% |
| 5Y | +43.4% | +74.0% | -30.6% | +2.9% |
| All | +270.3% | +998.2% | -727.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling