+246.0%
ORCL vs M
-3.0%
+249.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -6.5% | +5.0% | -11.5% | -7.1% |
| 30D | -16.6% | +10.6% | -27.2% | -17.7% |
| 3M | -21.6% | +1.6% | -23.2% | -22.0% |
| 6M | -39.4% | +30.8% | -70.2% | -41.7% |
| YTD | -38.7% | +16.9% | -55.6% | -40.5% |
| 1Y | -50.4% | +26.3% | -76.6% | -52.4% |
| 3Y | +8.1% | +158.6% | -150.5% | -7.9% |
| 5Y | +34.5% | +2.1% | +32.4% | +24.2% |
| 10Y | +246.0% | -4.3% | +250.4% | +201.0% |
| All | +246.0% | -3.0% | +249.1% | +201.0% |
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