+570.0%
AVGO vs ORCL
+43.0%
+527.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.1% |
| 7D | +18.2% | +8.0% | +10.2% | +13.9% |
| 30D | +0.2% | -4.0% | +4.2% | +1.8% |
| 3M | -16.8% | -19.5% | +2.7% | -8.8% |
| 6M | -16.5% | -33.5% | +17.0% | -1.8% |
| YTD | +0.8% | -34.8% | +35.6% | +17.6% |
| 1Y | +2.8% | -41.6% | +44.4% | +26.3% |
| 3Y | +278.5% | +13.8% | +264.8% | +191.9% |
| All | +570.0% | +43.0% | +527.1% | +318.0% |
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