-32.3%
ORCL vs TRU
-16.5%
-15.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +10.9% | -6.5% | +17.4% | +11.4% |
| 30D | +7.0% | -2.5% | +9.5% | +7.1% |
| 3M | -21.2% | +10.4% | -31.6% | -22.6% |
| 6M | +7.4% | +1.6% | +5.7% | +4.7% |
| YTD | -16.3% | -9.7% | -6.6% | -21.3% |
| 1Y | -32.3% | -17.3% | -15.1% | -41.4% |
| All | -32.3% | -16.5% | -15.8% | -41.4% |
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