+1,725.7%
ORCL vs TKO
+1,366.4%
+359.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.4% |
| 7D | +5.3% | +0.7% | +4.5% | +5.1% |
| 30D | +10.0% | +1.6% | +8.4% | +9.5% |
| 3M | -32.6% | -7.8% | -24.8% | -31.8% |
| 6M | +4.9% | -13.3% | +18.2% | +7.5% |
| YTD | -17.8% | -10.3% | -7.5% | -16.5% |
| 1Y | -28.0% | -0.6% | -27.4% | -28.7% |
| 3Y | +36.0% | +88.5% | -52.5% | +16.6% |
| 5Y | +88.7% | +284.7% | -196.0% | +37.7% |
| 10Y | +346.9% | +905.7% | -558.8% | +151.9% |
| All | +1,725.7% | +1,366.4% | +359.4% | +540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling