+2,062.4%
AVGO vs ORCL
+248.0%
+1,814.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -9.9% | -11.2% | +1.2% | -4.6% |
| 30D | -22.0% | -18.8% | -3.2% | -14.0% |
| 3M | -30.0% | -18.8% | -11.3% | -23.5% |
| 6M | -30.7% | -39.7% | +9.0% | -13.9% |
| YTD | -14.7% | -39.6% | +25.0% | +3.7% |
| 1Y | -16.8% | -51.7% | +34.9% | +13.3% |
| 3Y | +244.4% | +10.2% | +234.2% | +174.6% |
| 5Y | +474.0% | +30.8% | +443.2% | +302.3% |
| All | +2,062.4% | +248.0% | +1,814.4% | +770.8% |
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