+244.8%
ORCL vs TPR
+383.4%
-138.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -11.2% | +14.2% | -25.3% | -13.8% |
| 30D | -18.8% | +17.1% | -35.9% | -21.8% |
| 3M | -18.8% | -17.7% | -1.1% | -16.2% |
| 6M | -39.7% | -10.2% | -29.6% | -39.3% |
| YTD | -39.6% | +4.9% | -44.5% | -41.7% |
| 1Y | -51.7% | +36.1% | -87.9% | -56.2% |
| 3Y | +10.2% | +416.5% | -406.2% | -27.5% |
| 5Y | +30.8% | +254.8% | -224.0% | -9.2% |
| All | +244.8% | +383.4% | -138.6% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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