+10.6%
ORCL vs TRV
+145.3%
-134.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +0.5% | -0.9% | +1.4% | +0.4% |
| 30D | -15.3% | +7.2% | -22.5% | -14.4% |
| 3M | -18.2% | +3.2% | -21.4% | -17.7% |
| 6M | -38.4% | +33.6% | -72.0% | -36.5% |
| YTD | -37.7% | +37.8% | -75.5% | -36.0% |
| 1Y | -49.3% | +43.4% | -92.7% | -48.1% |
| 3Y | +10.6% | +146.7% | -136.0% | +9.0% |
| All | +10.6% | +145.3% | -134.7% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling