+244.8%
ORCL vs C
+227.2%
+17.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -11.2% | -2.4% | -8.8% | -10.3% |
| 30D | -18.8% | -6.0% | -12.8% | -17.0% |
| 3M | -18.8% | -10.5% | -8.2% | -15.5% |
| 6M | -39.7% | -5.7% | -34.0% | -38.4% |
| YTD | -39.6% | +4.1% | -43.8% | -40.7% |
| 1Y | -51.7% | +20.5% | -72.2% | -55.0% |
| 3Y | +10.2% | +208.1% | -197.9% | -27.3% |
| 5Y | +30.8% | +110.4% | -79.6% | -3.5% |
| All | +244.8% | +227.2% | +17.6% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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