+270.3%
ORCL vs IBM
+142.6%
+127.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | +8.0% | +1.6% | +6.4% | +7.3% |
| 30D | -4.0% | +9.2% | -13.2% | -7.6% |
| 3M | -19.5% | +4.9% | -24.4% | -21.3% |
| 6M | -33.5% | +16.8% | -50.2% | -40.5% |
| YTD | -34.8% | -14.3% | -20.5% | -33.0% |
| 1Y | -41.6% | -16.7% | -24.9% | -39.2% |
| 3Y | +13.8% | +82.2% | -68.5% | -23.6% |
| 5Y | +43.4% | +149.9% | -106.6% | -19.3% |
| All | +270.3% | +142.6% | +127.7% | +89.6% |
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