+346.9%
ORCL vs M
-2.2%
+349.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.7% |
| 7D | +5.3% | +4.7% | +0.5% | +4.6% |
| 30D | +10.0% | -9.6% | +19.6% | +11.4% |
| 3M | -32.6% | +0.9% | -33.4% | -32.8% |
| 6M | +4.9% | +22.3% | -17.3% | +1.9% |
| YTD | -17.8% | +6.5% | -24.3% | -19.0% |
| 1Y | -28.0% | +38.8% | -66.8% | -31.9% |
| 3Y | +36.0% | +115.9% | -79.9% | +18.5% |
| 5Y | +88.7% | +28.6% | +60.1% | +69.8% |
| All | +346.9% | -2.2% | +349.1% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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