+7.4%
AVGO vs ORCL
-31.5%
+38.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.2% |
| 7D | -0.3% | +15.0% | -15.3% | -4.9% |
| 30D | -13.8% | +10.5% | -24.4% | -16.8% |
| 3M | -6.9% | -23.0% | +16.1% | +0.2% |
| 6M | +11.9% | +7.0% | +4.9% | +7.1% |
| YTD | +6.9% | -15.8% | +22.7% | +10.4% |
| 1Y | +7.4% | -31.1% | +38.5% | +16.5% |
| All | +7.4% | -31.5% | +38.9% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling