+920.4%
MSFT vs ORCL
+260.6%
+659.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.4% | +1.6% |
| 7D | +7.5% | +0.5% | +7.0% | +7.2% |
| 30D | +1.9% | -15.3% | +17.2% | +7.4% |
| 3M | +9.2% | -18.2% | +27.5% | +15.6% |
| 6M | +31.9% | -38.4% | +70.3% | +53.2% |
| YTD | +13.4% | -37.7% | +51.2% | +29.4% |
| 1Y | +10.6% | -49.3% | +59.9% | +35.5% |
| 3Y | +54.7% | +10.6% | +44.1% | +11.8% |
| 5Y | +69.1% | +35.5% | +33.6% | +4.4% |
| 10Y | +920.4% | +251.6% | +668.8% | +246.0% |
| All | +920.4% | +260.6% | +659.8% | +246.0% |
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 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