+363.4%
ORCL vs CHD
+124.1%
+239.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.7% |
| 7D | +15.0% | -2.9% | +17.9% | +15.5% |
| 30D | +10.5% | -6.2% | +16.7% | +11.6% |
| 3M | -23.0% | +1.6% | -24.6% | -23.4% |
| 6M | +7.0% | -3.5% | +10.5% | +7.2% |
| YTD | -15.8% | +16.2% | -32.0% | -19.2% |
| 1Y | -31.1% | +3.4% | -34.5% | -32.3% |
| 3Y | +33.3% | +4.6% | +28.7% | +27.5% |
| 5Y | +94.3% | +21.1% | +73.2% | +73.9% |
| 10Y | +363.4% | +126.5% | +236.8% | +248.2% |
| All | +363.4% | +124.1% | +239.2% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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