+235.9%
ORCL vs TRU
+243.5%
-7.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -11.2% | +5.7% | -16.9% | -12.8% |
| 30D | -18.8% | +29.2% | -48.1% | -25.5% |
| 3M | -18.8% | +2.7% | -21.4% | -20.4% |
| 6M | -39.7% | +15.2% | -54.9% | -43.5% |
| YTD | -39.6% | -4.9% | -34.8% | -40.3% |
| 1Y | -51.7% | +3.4% | -55.2% | -53.6% |
| 3Y | +10.2% | +63.2% | -53.0% | -11.9% |
| 5Y | +30.8% | -26.6% | +57.4% | +31.6% |
| 10Y | +252.1% | +172.8% | +79.3% | +129.5% |
| All | +235.9% | +243.5% | -7.6% | +107.7% |
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