+246.0%
ORCL vs C
+218.0%
+28.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | -6.5% | -0.4% | -6.1% | -6.3% |
| 30D | -16.6% | -5.2% | -11.4% | -15.0% |
| 3M | -21.6% | -9.1% | -12.5% | -18.9% |
| 6M | -39.4% | -1.6% | -37.8% | -39.0% |
| YTD | -38.7% | +6.9% | -45.6% | -40.4% |
| 1Y | -50.4% | +23.0% | -73.3% | -54.1% |
| 3Y | +8.1% | +216.1% | -208.1% | -29.4% |
| 5Y | +34.5% | +112.2% | -77.7% | -1.1% |
| 10Y | +246.0% | +208.8% | +37.2% | +122.7% |
| All | +246.0% | +218.0% | +28.0% | +122.7% |
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