+263.8%
ORCL vs INVH
+72.9%
+190.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.6% |
| 7D | +8.0% | -0.9% | +8.9% | +8.2% |
| 30D | -4.0% | +1.2% | -5.2% | -4.5% |
| 3M | -19.5% | -10.4% | -9.1% | -17.1% |
| 6M | -33.5% | -3.6% | -29.8% | -33.4% |
| YTD | -34.8% | -0.1% | -34.7% | -35.8% |
| 1Y | -41.6% | -0.7% | -41.0% | -42.5% |
| 3Y | +13.8% | -4.6% | +18.3% | +11.9% |
| 5Y | +43.4% | -21.7% | +65.0% | +49.6% |
| All | +263.8% | +72.9% | +190.9% | +192.6% |
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