+243.2%
ORCL vs Z
+9.5%
+233.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -10.6% | +3.7% | -5.5% |
| 7D | -17.5% | -2.3% | -15.2% | -17.4% |
| 30D | -20.2% | +9.4% | -29.5% | -21.6% |
| 3M | -19.9% | -16.1% | -3.9% | -18.6% |
| 6M | -37.4% | -30.4% | -7.0% | -34.8% |
| YTD | -40.1% | -55.6% | +15.5% | -33.9% |
| 1Y | -53.4% | -58.5% | +5.1% | -48.1% |
| 3Y | +10.4% | -19.6% | +30.0% | +11.6% |
| 5Y | +29.8% | -54.1% | +83.9% | +35.1% |
| 10Y | +249.2% | -12.1% | +261.3% | +192.8% |
| All | +243.2% | +9.5% | +233.7% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling