+277.8%
ORCL vs C
+218.7%
+59.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +8.2% |
| 7D | +3.8% | -0.4% | +4.2% | +4.0% |
| 30D | -6.6% | -5.3% | -1.2% | -4.7% |
| 3M | -11.4% | -8.0% | -3.4% | -8.7% |
| 6M | -33.3% | -0.3% | -33.0% | -33.2% |
| YTD | -33.3% | +8.6% | -41.9% | -35.5% |
| 1Y | -44.9% | +25.8% | -70.7% | -49.5% |
| 3Y | +17.6% | +221.2% | -203.5% | -23.6% |
| 5Y | +46.1% | +113.6% | -67.5% | +7.1% |
| 10Y | +277.8% | +218.3% | +59.4% | +142.4% |
| All | +277.8% | +218.7% | +59.0% | +142.4% |
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