+142,414.7%
MSFT vs ORCL
+25,740.3%
+116,674.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | +2.3% | -6.5% | +8.8% | +4.4% |
| 30D | -0.4% | -16.6% | +16.2% | +4.7% |
| 3M | +5.6% | -21.6% | +27.2% | +12.3% |
| 6M | +29.0% | -39.4% | +68.3% | +47.1% |
| YTD | +10.9% | -38.7% | +49.6% | +24.8% |
| 1Y | +6.2% | -50.4% | +56.6% | +26.6% |
| 3Y | +47.6% | +8.1% | +39.5% | +28.3% |
| 5Y | +67.9% | +34.5% | +33.4% | +34.8% |
| 10Y | +922.9% | +246.0% | +676.9% | +508.1% |
| All | +142,414.7% | +25,740.3% | +116,674.4% | +22,022.0% |
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 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