+42.7%
ORCL vs Z
-53.4%
+96.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.0% |
| 7D | +8.0% | +0.8% | +7.1% | +7.8% |
| 30D | -4.0% | +5.2% | -9.2% | -5.6% |
| 3M | -19.5% | -17.0% | -2.4% | -17.3% |
| 6M | -33.5% | -22.7% | -10.8% | -30.9% |
| YTD | -34.8% | -56.3% | +21.5% | -25.1% |
| 1Y | -41.6% | -57.7% | +16.0% | -32.6% |
| 3Y | +13.8% | -16.5% | +30.3% | +15.5% |
| All | +42.7% | -53.4% | +96.1% | +44.2% |
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