+35.5%
ORCL vs TER
+73.2%
-37.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.7% | -9.6% | -0.2% |
| 7D | +0.5% | -5.8% | +6.2% | +1.8% |
| 30D | -15.3% | -38.9% | +23.6% | -4.1% |
| 3M | -18.2% | -35.1% | +16.9% | -9.5% |
| 6M | -38.4% | -31.6% | -6.9% | -34.5% |
| YTD | -37.7% | +27.2% | -65.0% | -46.7% |
| 1Y | -49.3% | +35.2% | -84.5% | -57.4% |
| 3Y | +10.6% | +192.8% | -182.2% | -31.4% |
| 5Y | +35.5% | +72.4% | -36.9% | -8.9% |
| All | +35.5% | +73.2% | -37.7% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling