+247.2%
ORCL vs LIN
+414.1%
-167.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -6.5% | +2.0% | -8.5% | -7.4% |
| 30D | -16.6% | +7.9% | -24.4% | -19.6% |
| 3M | -21.6% | +6.3% | -27.9% | -24.1% |
| 6M | -39.4% | +6.5% | -45.8% | -41.9% |
| YTD | -38.7% | +23.6% | -62.2% | -45.8% |
| 1Y | -50.4% | +25.7% | -76.1% | -56.6% |
| 3Y | +8.1% | +35.6% | -27.5% | -10.3% |
| 5Y | +34.5% | +65.9% | -31.3% | -1.3% |
| All | +247.2% | +414.1% | -167.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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