+93.4%
GOOG vs ORCL
+34.8%
+58.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | 0.0% |
| 7D | +2.9% | +0.5% | +2.4% | +2.6% |
| 30D | -17.8% | -15.3% | -2.5% | -15.0% |
| 3M | -19.0% | -18.2% | -0.8% | -16.1% |
| 6M | -27.9% | -38.4% | +10.6% | -21.3% |
| YTD | -8.7% | -37.7% | +29.0% | -1.5% |
| 1Y | +2.5% | -49.3% | +51.8% | +16.0% |
| 3Y | +119.2% | +10.6% | +108.6% | +65.9% |
| 5Y | +93.4% | +35.5% | +57.9% | +23.0% |
| All | +93.4% | +34.8% | +58.7% | +23.0% |
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