+2,475.6%
AVGO vs ORCL
+245.4%
+2,230.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.7% |
| 7D | 0.0% | -6.5% | +6.5% | +3.6% |
| 30D | -8.2% | -16.6% | +8.4% | -0.1% |
| 3M | -21.3% | -21.6% | +0.3% | -12.3% |
| 6M | -22.5% | -39.4% | +16.8% | -4.0% |
| YTD | -3.6% | -38.7% | +35.1% | +16.4% |
| 1Y | -6.7% | -50.4% | +43.7% | +25.3% |
| 3Y | +258.1% | +8.1% | +250.1% | +189.0% |
| 5Y | +560.9% | +34.5% | +526.3% | +356.6% |
| 10Y | +2,475.6% | +246.0% | +2,229.6% | +931.0% |
| All | +2,475.6% | +245.4% | +2,230.2% | +931.0% |
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