+33.3%
ORCL vs TTWO
+49.4%
-16.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +15.0% | -1.6% | +16.6% | +15.7% |
| 30D | +10.5% | -13.5% | +24.0% | +17.4% |
| 3M | -23.0% | +0.3% | -23.4% | -23.9% |
| 6M | +7.0% | +0.8% | +6.1% | +5.7% |
| YTD | -15.8% | -16.7% | +0.9% | -11.6% |
| 1Y | -31.1% | -14.3% | -16.8% | -28.6% |
| 3Y | +33.3% | +49.4% | -16.1% | +8.4% |
| All | +33.3% | +49.4% | -16.1% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling