-44.9%
ORCL vs Z
-59.6%
+14.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.4% |
| 7D | +3.8% | -13.1% | +16.8% | +7.0% |
| 30D | -6.6% | +5.9% | -12.4% | -9.1% |
| 3M | -11.4% | -13.7% | +2.3% | -8.9% |
| 6M | -33.3% | -27.1% | -6.2% | -27.2% |
| YTD | -33.3% | -56.8% | +23.5% | -14.5% |
| 1Y | -44.9% | -60.2% | +15.3% | -28.7% |
| All | -44.9% | -59.6% | +14.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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