+915.1%
MSFT vs ORCL
+269.4%
+645.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | -1.3% | +8.0% | -9.2% | -4.2% |
| 30D | -1.8% | -4.0% | +2.1% | -1.3% |
| 3M | +5.6% | -19.5% | +25.1% | +12.4% |
| 6M | +29.8% | -33.5% | +63.3% | +46.2% |
| YTD | +9.0% | -34.8% | +43.8% | +22.0% |
| 1Y | +4.9% | -41.6% | +46.6% | +21.5% |
| 3Y | +46.2% | +13.8% | +32.5% | +4.7% |
| 5Y | +62.1% | +43.4% | +18.7% | -2.5% |
| All | +915.1% | +269.4% | +645.7% | +237.0% |
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