+33,471.1%
ORCL vs TROW
+14,446.5%
+19,024.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | +5.3% | -1.3% | +6.6% | +5.8% |
| 30D | +10.0% | -4.5% | +14.5% | +11.9% |
| 3M | -32.6% | +3.9% | -36.5% | -33.8% |
| 6M | +4.9% | +22.6% | -17.6% | -3.1% |
| YTD | -17.8% | +10.1% | -27.9% | -20.9% |
| 1Y | -28.0% | +3.6% | -31.6% | -29.4% |
| 3Y | +36.0% | +12.4% | +23.6% | +28.2% |
| 5Y | +88.7% | -37.5% | +126.2% | +114.7% |
| 10Y | +346.9% | +130.0% | +217.0% | +202.4% |
| All | +33,471.1% | +14,446.5% | +19,024.6% | +6,270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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