+91.4%
ORCL vs Z
-64.8%
+156.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.5% |
| 7D | +5.3% | -3.0% | +8.3% | +5.9% |
| 30D | +10.0% | -4.2% | +14.1% | +10.6% |
| 3M | -32.6% | -3.7% | -28.9% | -32.3% |
| 6M | +4.9% | -24.5% | +29.4% | +9.6% |
| YTD | -17.8% | -49.3% | +31.5% | -8.5% |
| 1Y | -28.0% | -58.7% | +30.7% | -17.7% |
| 3Y | +36.0% | -34.1% | +70.2% | +42.3% |
| All | +91.4% | -64.8% | +156.2% | +89.5% |
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