-50.4%
ORCL vs Z
-60.5%
+10.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.3% |
| 7D | -6.5% | -6.5% | -0.1% | -5.1% |
| 30D | -16.6% | -0.1% | -16.5% | -17.6% |
| 3M | -21.6% | -14.1% | -7.5% | -19.5% |
| 6M | -39.4% | -30.1% | -9.3% | -33.1% |
| YTD | -38.7% | -57.5% | +18.9% | -21.5% |
| 1Y | -50.4% | -60.3% | +10.0% | -35.9% |
| All | -50.4% | -60.5% | +10.2% | -35.9% |
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