+894.4%
MSFT vs ORCL
+276.9%
+617.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -5.5% |
| 7D | -6.2% | +3.8% | -10.0% | -7.7% |
| 30D | -3.7% | -6.6% | +2.9% | -2.3% |
| 3M | +3.6% | -11.4% | +15.1% | +6.3% |
| 6M | +26.8% | -33.3% | +60.1% | +42.7% |
| YTD | +8.4% | -33.3% | +41.7% | +20.3% |
| 1Y | +3.3% | -44.9% | +48.2% | +22.4% |
| 3Y | +44.3% | +17.6% | +26.6% | +1.9% |
| 5Y | +63.3% | +46.1% | +17.3% | -2.3% |
| 10Y | +894.4% | +277.8% | +616.6% | +227.2% |
| All | +894.4% | +276.9% | +617.5% | +227.2% |
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