-32.3%
ORCL vs TRV
+36.1%
-68.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.3% |
| 7D | +10.9% | +0.2% | +10.7% | +11.0% |
| 30D | +7.0% | -2.3% | +9.3% | +4.7% |
| 3M | -21.2% | +22.7% | -43.9% | -0.3% |
| 6M | +7.4% | +21.9% | -14.6% | +35.8% |
| YTD | -16.3% | +27.5% | -43.7% | +11.8% |
| 1Y | -32.3% | +36.2% | -68.6% | +4.1% |
| All | -32.3% | +36.1% | -68.4% | +4.1% |
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