+244.8%
ORCL vs TER
+897.7%
-653.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.1% |
| 7D | -11.2% | -20.5% | +9.3% | -5.7% |
| 30D | -18.8% | -47.0% | +28.2% | -4.4% |
| 3M | -18.8% | -43.3% | +24.5% | -6.7% |
| 6M | -39.7% | -42.9% | +3.2% | -32.7% |
| YTD | -39.6% | +12.9% | -52.5% | -45.9% |
| 1Y | -51.7% | +18.2% | -69.9% | -57.4% |
| 3Y | +10.2% | +151.8% | -141.5% | -25.5% |
| 5Y | +30.8% | +54.2% | -23.4% | -3.0% |
| All | +244.8% | +897.7% | -653.0% | +34.6% |
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