+143,155.1%
MSFT vs ORCL
+25,122.7%
+118,032.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.4% | -1.4% |
| 7D | +1.1% | -17.5% | +18.6% | +7.1% |
| 30D | +1.3% | -20.2% | +21.4% | +7.8% |
| 3M | +10.2% | -19.9% | +30.1% | +16.4% |
| 6M | +30.8% | -37.4% | +68.2% | +47.7% |
| YTD | +11.5% | -40.1% | +51.6% | +26.4% |
| 1Y | +6.5% | -53.4% | +59.9% | +29.5% |
| 3Y | +55.5% | +10.4% | +45.1% | +34.1% |
| 5Y | +66.2% | +29.8% | +36.4% | +34.9% |
| 10Y | +928.0% | +249.2% | +678.8% | +509.7% |
| All | +143,155.1% | +25,122.7% | +118,032.4% | +22,303.4% |
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