+336.5%
ORCL vs AZO
+297.5%
+39.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | +5.1% | -5.3% | +10.4% | +6.5% |
| 3M | -23.7% | -7.3% | -16.4% | -22.6% |
| 6M | +3.1% | -22.7% | +25.8% | +9.4% |
| YTD | -20.8% | -15.0% | -5.7% | -18.3% |
| 1Y | -52.9% | -32.2% | -20.6% | -48.4% |
| 3Y | +25.4% | +10.0% | +15.4% | +15.6% |
| 5Y | +82.4% | +85.8% | -3.4% | +40.3% |
| All | +336.5% | +297.5% | +39.0% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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