+277.8%
ORCL vs M
-5.1%
+282.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +8.9% |
| 7D | +3.8% | -3.3% | +7.1% | +4.2% |
| 30D | -6.6% | +8.1% | -14.6% | -7.6% |
| 3M | -11.4% | +2.2% | -13.6% | -11.9% |
| 6M | -33.3% | +35.1% | -68.4% | -36.2% |
| YTD | -33.3% | +15.8% | -49.1% | -35.1% |
| 1Y | -44.9% | +25.8% | -70.7% | -47.2% |
| 3Y | +17.6% | +156.2% | -138.6% | +0.3% |
| 5Y | +46.1% | -2.4% | +48.4% | +35.5% |
| 10Y | +277.8% | -7.1% | +284.9% | +231.5% |
| All | +277.8% | -5.1% | +282.9% | +231.5% |
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