+369.9%
ORCL vs INVH
+79.7%
+290.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +15.0% | -3.1% | +18.1% | +16.0% |
| 30D | +10.5% | -7.1% | +17.6% | +12.8% |
| 3M | -23.0% | -3.0% | -20.0% | -22.7% |
| 6M | +7.0% | +10.1% | -3.1% | +2.8% |
| YTD | -15.8% | +3.8% | -19.7% | -17.8% |
| 1Y | -31.1% | -2.1% | -29.0% | -31.7% |
| 3Y | +33.3% | -7.0% | +40.3% | +32.9% |
| 5Y | +94.3% | -20.6% | +114.9% | +102.7% |
| All | +369.9% | +79.7% | +290.3% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling