+13,444.1%
GOOG vs ORCL
+1,815.5%
+11,628.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -2.2% |
| 7D | -2.1% | +5.3% | -7.4% | -4.1% |
| 30D | -6.8% | +10.0% | -16.8% | -10.4% |
| 3M | -9.1% | -32.6% | +23.5% | +3.9% |
| 6M | +10.7% | +4.9% | +5.8% | +4.4% |
| YTD | +7.1% | -17.8% | +24.8% | +9.8% |
| 1Y | +44.6% | -28.0% | +72.6% | +47.3% |
| 3Y | +147.4% | +36.0% | +111.4% | +75.3% |
| 5Y | +133.8% | +88.7% | +45.1% | +38.3% |
| 10Y | +777.5% | +346.9% | +430.6% | +229.5% |
| All | +13,444.1% | +1,815.5% | +11,628.7% | +2,774.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling