+275.4%
ORCL vs CAPR
-63.2%
+338.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.7% | -0.9% |
| 7D | +10.4% | +19.1% | -8.7% | +10.2% |
| 30D | -11.2% | +48.8% | -60.1% | -11.6% |
| 3M | -16.8% | +144.4% | -161.2% | -17.7% |
| 6M | -31.5% | -67.5% | +36.0% | -31.2% |
| YTD | -33.9% | -64.5% | +30.6% | -33.7% |
| 1Y | -43.3% | +74.4% | -117.7% | -45.2% |
| 3Y | +16.5% | +265.7% | -249.3% | +10.6% |
| 5Y | +45.4% | +196.0% | -150.6% | +37.5% |
| All | +275.4% | -63.2% | +338.6% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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