+13.8%
ORCL vs TTWO
+54.3%
-40.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +8.0% | +6.0% | +1.9% | +5.6% |
| 30D | -4.0% | +13.2% | -17.2% | -8.6% |
| 3M | -19.5% | -5.8% | -13.6% | -17.7% |
| 6M | -33.5% | +0.4% | -33.8% | -34.3% |
| YTD | -34.8% | -11.0% | -23.8% | -33.8% |
| 1Y | -41.6% | -4.1% | -37.5% | -42.0% |
| 3Y | +13.8% | +51.8% | -38.0% | +5.0% |
| All | +13.8% | +54.3% | -40.5% | +5.0% |
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