+1,210.4%
AAPL vs ORCL
+361.0%
+849.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.8% |
| 7D | -2.7% | +15.0% | -17.7% | -6.4% |
| 30D | +1.0% | +10.5% | -9.5% | -2.1% |
| 3M | +5.0% | -23.0% | +28.0% | +11.7% |
| 6M | +23.0% | +7.0% | +16.1% | +16.6% |
| YTD | +16.6% | -15.8% | +32.4% | +18.2% |
| 1Y | +33.4% | -31.1% | +64.5% | +36.5% |
| 3Y | +79.9% | +33.3% | +46.6% | +25.4% |
| 5Y | +109.0% | +94.3% | +14.7% | +14.8% |
| 10Y | +1,210.4% | +363.4% | +847.1% | +356.1% |
| All | +1,210.4% | +361.0% | +849.4% | +356.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling