+109.3%
INTC vs ORCL
+260.6%
-151.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.3% | +4.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -43.3% | -15.3% | -28.0% | -38.8% |
| 3M | -41.6% | -18.2% | -23.4% | -36.2% |
| 6M | -52.5% | -38.4% | -14.0% | -43.5% |
| YTD | +60.9% | -37.7% | +98.6% | +86.6% |
| 1Y | +55.7% | -49.3% | +105.0% | +95.3% |
| 3Y | +59.2% | +10.6% | +48.5% | +17.8% |
| 5Y | +25.0% | +35.5% | -10.5% | -21.2% |
| 10Y | +109.3% | +251.6% | -142.3% | -29.7% |
| All | +109.3% | +260.6% | -151.3% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling