+346.9%
ORCL vs IBM
+133.1%
+213.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +10.0% | +0.3% | +9.7% | +9.8% |
| 3M | -32.6% | -21.6% | -11.0% | -26.8% |
| 6M | +4.9% | -4.7% | +9.6% | +3.5% |
| YTD | -17.8% | -19.1% | +1.3% | -13.1% |
| 1Y | -28.0% | -2.5% | -25.5% | -31.4% |
| 3Y | +36.0% | +74.2% | -38.1% | -6.6% |
| 5Y | +88.7% | +113.1% | -24.4% | +14.7% |
| All | +346.9% | +133.1% | +213.8% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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