-10.2%
AVGO vs ORCL
-50.6%
+40.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.6% | +7.6% |
| 7D | -0.9% | +0.5% | -1.3% | -0.8% |
| 30D | -11.6% | -15.3% | +3.6% | -6.3% |
| 3M | -25.2% | -18.2% | -7.0% | -20.0% |
| 6M | -25.4% | -38.4% | +13.0% | -13.3% |
| YTD | -7.2% | -37.7% | +30.5% | +10.3% |
| All | -10.2% | -50.6% | +40.4% | +16.9% |
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 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