+241.3%
ORCL vs TRU
+247.6%
-6.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -6.5% | +4.6% | -11.1% | -7.8% |
| 30D | -16.6% | +25.4% | -42.0% | -22.6% |
| 3M | -21.6% | +4.0% | -25.6% | -23.4% |
| 6M | -39.4% | +14.5% | -53.8% | -43.0% |
| YTD | -38.7% | -3.7% | -34.9% | -39.5% |
| 1Y | -50.4% | +2.8% | -53.1% | -52.2% |
| 3Y | +8.1% | +58.5% | -50.4% | -12.7% |
| 5Y | +34.5% | -25.0% | +59.6% | +34.5% |
| 10Y | +246.0% | +186.0% | +60.0% | +122.6% |
| All | +241.3% | +247.6% | -6.2% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling