+346.9%
ORCL vs TPR
+321.0%
+25.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -2.3% | +7.6% | +5.8% |
| 30D | +10.0% | -23.0% | +32.9% | +15.6% |
| 3M | -32.6% | -12.5% | -20.1% | -31.2% |
| 6M | +4.9% | -21.4% | +26.4% | +9.0% |
| YTD | -17.8% | -3.5% | -14.2% | -18.8% |
| 1Y | -28.0% | +17.4% | -45.3% | -32.3% |
| 3Y | +36.0% | +291.3% | -255.2% | -4.7% |
| 5Y | +88.7% | +241.9% | -153.2% | +32.1% |
| All | +346.9% | +321.0% | +25.9% | +164.2% |
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