+297.5%
AVGO vs ORCL
+16.5%
+281.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +25.0% | +10.4% | +14.6% | +19.4% |
| 30D | +2.0% | -11.2% | +13.2% | +7.0% |
| 3M | -12.3% | -16.8% | +4.5% | -5.8% |
| 6M | -12.8% | -31.5% | +18.7% | +0.2% |
| YTD | +5.9% | -33.9% | +39.8% | +22.0% |
| 1Y | +3.3% | -43.3% | +46.6% | +27.9% |
| All | +297.5% | +16.5% | +281.0% | +211.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling