+251.6%
ORCL vs ACN
+159.3%
+92.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.5% | +4.1% |
| 7D | +0.5% | -2.5% | +3.0% | +1.3% |
| 30D | -15.3% | +22.6% | -37.9% | -22.9% |
| 3M | -18.2% | +45.9% | -64.1% | -32.1% |
| 6M | -38.4% | +43.8% | -82.3% | -49.6% |
| YTD | -37.7% | -2.5% | -35.3% | -38.7% |
| 1Y | -49.3% | +6.5% | -55.7% | -52.5% |
| 3Y | +10.6% | -14.2% | +24.8% | +12.8% |
| 5Y | +35.5% | -24.4% | +59.9% | +46.0% |
| 10Y | +251.6% | +156.3% | +95.3% | +93.1% |
| All | +251.6% | +159.3% | +92.3% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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