+244.8%
ORCL vs M
-4.2%
+248.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.4% |
| 7D | -11.2% | -4.3% | -6.9% | -10.7% |
| 30D | -18.8% | +1.3% | -20.1% | -19.1% |
| 3M | -18.8% | -7.4% | -11.4% | -18.2% |
| 6M | -39.7% | +18.3% | -58.1% | -41.3% |
| YTD | -39.6% | +7.6% | -47.2% | -40.8% |
| 1Y | -51.7% | +17.4% | -69.1% | -53.3% |
| 3Y | +10.2% | +108.4% | -98.1% | -3.6% |
| 5Y | +30.8% | -10.6% | +41.4% | +22.7% |
| All | +244.8% | -4.2% | +248.9% | +200.1% |
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