-28.0%
ORCL vs TRV
+34.7%
-62.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +1.9% |
| 7D | +5.3% | -0.1% | +5.4% | +4.9% |
| 30D | +10.0% | -3.4% | +13.4% | +6.4% |
| 3M | -32.6% | +26.4% | -59.0% | -10.9% |
| 6M | +4.9% | +19.3% | -14.4% | +28.6% |
| YTD | -17.8% | +28.3% | -46.1% | +11.2% |
| 1Y | -28.0% | +34.3% | -62.3% | +7.7% |
| All | -28.0% | +34.7% | -62.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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