-28.0%
ORCL vs TTWO
-10.0%
-18.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +5.3% | -8.8% | +14.1% | +10.1% |
| 30D | +10.0% | -8.6% | +18.6% | +14.4% |
| 3M | -32.6% | -0.9% | -31.7% | -33.4% |
| 6M | +4.9% | -0.5% | +5.4% | +2.4% |
| YTD | -17.8% | -16.1% | -1.6% | -20.5% |
| 1Y | -28.0% | -10.8% | -17.2% | -25.1% |
| All | -28.0% | -10.0% | -18.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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