+346.9%
ORCL vs B
+194.1%
+152.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.4% |
| 7D | +5.3% | -1.6% | +6.9% | +5.5% |
| 30D | +10.0% | +9.4% | +0.5% | +8.6% |
| 3M | -32.6% | +5.0% | -37.6% | -33.1% |
| 6M | +4.9% | -3.5% | +8.5% | +4.7% |
| YTD | -17.8% | +4.5% | -22.2% | -18.7% |
| 1Y | -28.0% | +67.8% | -95.8% | -32.1% |
| 3Y | +36.0% | +196.7% | -160.7% | +21.7% |
| 5Y | +88.7% | +151.9% | -63.2% | +69.0% |
| All | +346.9% | +194.1% | +152.8% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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