+94.3%
ORCL vs TKO
+312.5%
-218.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | +1.4% |
| 7D | +15.0% | +7.2% | +7.8% | +13.4% |
| 30D | +10.5% | +4.7% | +5.8% | +9.4% |
| 3M | -23.0% | -3.2% | -19.8% | -22.8% |
| 6M | +7.0% | -2.9% | +9.9% | +7.0% |
| YTD | -15.8% | -5.8% | -10.0% | -15.5% |
| 1Y | -31.1% | -1.1% | -30.0% | -31.8% |
| 3Y | +33.3% | +111.1% | -77.8% | +13.7% |
| 5Y | +94.3% | +315.6% | -221.3% | +32.2% |
| All | +94.3% | +312.5% | -218.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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