+9.3%
ORCL vs TPR
+412.6%
-403.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.1% | -14.0% | -8.0% |
| 7D | -17.5% | +13.9% | -31.3% | -19.3% |
| 30D | -20.2% | +14.9% | -35.1% | -22.1% |
| 3M | -19.9% | -15.4% | -4.6% | -17.8% |
| 6M | -37.4% | -4.5% | -32.9% | -37.6% |
| YTD | -40.1% | +6.0% | -46.1% | -42.2% |
| 1Y | -53.4% | +24.3% | -77.7% | -57.0% |
| All | +9.3% | +412.6% | -403.3% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling