+244.4%
AVGO vs ORCL
+11.3%
+233.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -9.9% | -11.2% | +1.2% | -5.1% |
| 30D | -22.0% | -18.8% | -3.2% | -14.8% |
| 3M | -30.0% | -18.8% | -11.3% | -24.1% |
| 6M | -30.7% | -39.7% | +9.0% | -15.5% |
| YTD | -14.7% | -39.6% | +25.0% | +2.5% |
| 1Y | -16.8% | -51.7% | +34.9% | +11.2% |
| 3Y | +244.4% | +10.2% | +234.2% | +170.2% |
| All | +244.4% | +11.3% | +233.1% | +170.2% |
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