+342.2%
ORCL vs INVH
+75.5%
+266.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.7% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | +5.1% | -7.5% | +12.6% | +7.5% |
| 3M | -23.7% | -6.3% | -17.5% | -22.6% |
| 6M | +3.1% | +9.4% | -6.4% | -0.8% |
| YTD | -20.8% | +1.4% | -22.2% | -22.1% |
| 1Y | -52.9% | -4.1% | -48.8% | -53.0% |
| 3Y | +25.4% | -9.2% | +34.6% | +25.9% |
| 5Y | +82.4% | -19.6% | +102.1% | +89.2% |
| All | +342.2% | +75.5% | +266.8% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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