+246.0%
ORCL vs TPR
+386.9%
-140.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | +12.1% | -18.6% | -8.9% |
| 30D | -16.6% | +16.7% | -33.2% | -19.5% |
| 3M | -21.6% | -17.4% | -4.2% | -19.1% |
| 6M | -39.4% | +2.3% | -41.6% | -40.5% |
| YTD | -38.7% | +7.1% | -45.8% | -41.0% |
| 1Y | -50.4% | +29.5% | -79.8% | -54.4% |
| 3Y | +8.1% | +415.0% | -407.0% | -28.8% |
| 5Y | +34.5% | +261.5% | -226.9% | -7.0% |
| 10Y | +246.0% | +383.3% | -137.3% | +101.7% |
| All | +246.0% | +386.9% | -140.9% | +101.7% |
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