+251.6%
ORCL vs M
+3.7%
+247.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.9% | +2.1% |
| 7D | +0.5% | +2.5% | -2.1% | +0.1% |
| 30D | -15.3% | +10.1% | -25.3% | -16.4% |
| 3M | -18.2% | -0.9% | -17.3% | -18.3% |
| 6M | -38.4% | +30.2% | -68.6% | -40.8% |
| YTD | -37.7% | +16.3% | -54.0% | -39.5% |
| 1Y | -49.3% | +27.0% | -76.2% | -51.4% |
| 3Y | +10.6% | +154.5% | -143.9% | -5.5% |
| 5Y | +35.5% | -1.1% | +36.6% | +25.5% |
| 10Y | +251.6% | +0.5% | +251.1% | +201.8% |
| All | +251.6% | +3.7% | +247.9% | +201.8% |
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