+18.0%
QQQ vs ORCL
+6.6%
+11.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.4% |
| 7D | +0.4% | +5.3% | -4.9% | -0.7% |
| 30D | +0.2% | +10.0% | -9.7% | -1.7% |
| 3M | -2.8% | -32.6% | +29.8% | +2.2% |
| 6M | +18.0% | +4.9% | +13.1% | +15.9% |
| All | +18.0% | +6.6% | +11.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 6mo: compounded portfolio wealth divided by compounded ORCL 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…
6mo analysis · Full analysis span regression · 6 months rolling