-28.0%
ORCL vs TRU
-7.3%
-20.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.9% | +9.0% | +3.6% |
| 7D | +5.3% | -6.8% | +12.0% | +5.8% |
| 30D | +10.0% | 0.0% | +9.9% | +9.9% |
| 3M | -32.6% | +13.3% | -45.9% | -33.9% |
| 6M | +4.9% | +3.4% | +1.5% | +2.0% |
| YTD | -17.8% | -6.4% | -11.4% | -22.5% |
| 1Y | -28.0% | -9.7% | -18.3% | -34.5% |
| All | -28.0% | -7.3% | -20.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling