+691.7%
AVGO vs ORCL
+88.6%
+603.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -1.2% |
| 7D | -3.0% | +5.3% | -8.2% | -5.6% |
| 30D | -14.4% | +10.0% | -24.4% | -18.6% |
| 3M | -14.4% | -32.6% | +18.2% | +1.9% |
| 6M | +13.1% | +4.9% | +8.2% | +6.0% |
| YTD | +3.8% | -17.8% | +21.5% | +9.3% |
| 1Y | +17.8% | -28.0% | +45.8% | +26.0% |
| 3Y | +325.3% | +36.0% | +289.2% | +204.0% |
| All | +691.7% | +88.6% | +603.0% | +336.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling