+30.6%
ORCL vs Z
-55.4%
+86.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.3% |
| 7D | -11.2% | -4.6% | -6.6% | -10.6% |
| 30D | -18.8% | +8.3% | -27.1% | -20.7% |
| 3M | -18.8% | -11.6% | -7.2% | -17.7% |
| 6M | -39.7% | -33.6% | -6.1% | -35.6% |
| YTD | -39.6% | -56.7% | +17.0% | -30.5% |
| 1Y | -51.7% | -59.1% | +7.4% | -43.9% |
| 3Y | +10.2% | -20.4% | +30.6% | +12.7% |
| All | +30.6% | -55.4% | +86.0% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling