+4.9%
ORCL vs TRV
+20.3%
-15.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +2.3% |
| 7D | +5.3% | -0.1% | +5.4% | +5.0% |
| 30D | +10.0% | -3.4% | +13.4% | +7.4% |
| 3M | -32.6% | +26.4% | -59.0% | -17.9% |
| 6M | +4.9% | +19.3% | -14.4% | +24.4% |
| All | +4.9% | +20.3% | -15.3% | +24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling