+397.5%
ORCL vs TRGP
+2,035.2%
-1,637.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.2% |
| 7D | -11.2% | -16.0% | +4.9% | -8.8% |
| 30D | -18.8% | -6.4% | -12.4% | -18.1% |
| 3M | -18.8% | -1.0% | -17.8% | -18.8% |
| 6M | -39.7% | +7.0% | -46.7% | -40.6% |
| YTD | -39.6% | +46.1% | -85.7% | -43.4% |
| 1Y | -51.7% | +58.7% | -110.4% | -55.4% |
| 3Y | +10.2% | +221.9% | -211.6% | -7.7% |
| 5Y | +30.8% | +419.9% | -389.1% | +1.6% |
| 10Y | +252.1% | +769.8% | -517.7% | +135.7% |
| All | +397.5% | +2,035.2% | -1,637.7% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 all: compounded portfolio wealth divided by compounded TRGP 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…
all analysis · Full analysis span regression · 6 months rolling