+133,470.8%
MSFT vs ORCL
+34,548.3%
+98,922.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.0% |
| 7D | -2.7% | +5.3% | -7.9% | -4.4% |
| 30D | +2.7% | +10.0% | -7.3% | -0.7% |
| 3M | +17.0% | -32.6% | +49.5% | +30.9% |
| 6M | +23.8% | +4.9% | +18.9% | +19.5% |
| YTD | +4.0% | -17.8% | +21.7% | +7.9% |
| 1Y | -0.8% | -28.0% | +27.2% | +2.9% |
| 3Y | +55.6% | +36.0% | +19.6% | +26.8% |
| 5Y | +72.9% | +88.7% | -15.8% | +26.0% |
| 10Y | +875.8% | +346.9% | +528.9% | +441.0% |
| All | +133,470.8% | +34,548.3% | +98,922.5% | +19,023.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling