+29.8%
ORCL vs TPR
+255.9%
-226.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.1% | -14.0% | -8.3% |
| 7D | -17.5% | +13.9% | -31.3% | -19.8% |
| 30D | -20.2% | +14.9% | -35.1% | -22.7% |
| 3M | -19.9% | -15.4% | -4.6% | -17.7% |
| 6M | -37.4% | -4.5% | -32.9% | -37.8% |
| YTD | -40.1% | +6.0% | -46.1% | -42.5% |
| 1Y | -53.4% | +24.3% | -77.7% | -57.2% |
| 3Y | +10.4% | +412.8% | -402.4% | -30.8% |
| 5Y | +29.8% | +258.4% | -228.7% | -14.7% |
| All | +29.8% | +255.9% | -226.2% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling