+29.8%
ORCL vs TER
+49.3%
-19.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -15.2% | +8.3% | -2.8% |
| 7D | -17.5% | -28.2% | +10.7% | -9.9% |
| 30D | -20.2% | -50.6% | +30.4% | -4.2% |
| 3M | -19.9% | -45.3% | +25.4% | -7.1% |
| 6M | -37.4% | -40.4% | +3.0% | -30.9% |
| YTD | -40.1% | +10.0% | -50.2% | -46.6% |
| 1Y | -53.4% | +13.6% | -67.0% | -58.9% |
| 3Y | +10.4% | +145.2% | -134.8% | -28.0% |
| 5Y | +29.8% | +50.4% | -20.6% | -9.3% |
| All | +29.8% | +49.3% | -19.5% | -9.3% |
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