+889.0%
MSFT vs ORCL
+248.0%
+641.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +1.7% | -11.2% | +12.8% | +5.9% |
| 30D | +0.2% | -18.8% | +19.0% | +7.1% |
| 3M | +6.4% | -18.8% | +25.1% | +12.8% |
| 6M | +28.7% | -39.7% | +68.4% | +50.7% |
| YTD | +10.4% | -39.6% | +50.0% | +27.4% |
| 1Y | +7.6% | -51.7% | +59.4% | +34.3% |
| 3Y | +52.3% | +10.2% | +42.1% | +9.6% |
| 5Y | +64.5% | +30.8% | +33.7% | +3.0% |
| All | +889.0% | +248.0% | +641.0% | +238.1% |
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