+246.0%
ORCL vs ACN
+160.2%
+85.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.2% |
| 7D | -6.5% | +1.6% | -8.1% | -7.2% |
| 30D | -16.6% | +24.6% | -41.2% | -24.5% |
| 3M | -21.6% | +46.2% | -67.8% | -35.0% |
| 6M | -39.4% | +46.2% | -85.5% | -50.7% |
| YTD | -38.7% | -0.9% | -37.8% | -40.1% |
| 1Y | -50.4% | +8.8% | -59.1% | -54.0% |
| 3Y | +8.1% | -14.3% | +22.4% | +10.6% |
| 5Y | +34.5% | -22.6% | +57.2% | +43.4% |
| 10Y | +246.0% | +153.7% | +92.3% | +90.6% |
| All | +246.0% | +160.2% | +85.8% | +90.6% |
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