+336.5%
ORCL vs MKTX
+5.1%
+331.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | +5.1% | +0.8% | +4.3% | +5.0% |
| 3M | -23.7% | +41.1% | -64.9% | -28.8% |
| 6M | +3.1% | -9.5% | +12.6% | +4.1% |
| YTD | -20.8% | -8.7% | -12.1% | -20.2% |
| 1Y | -52.9% | -10.0% | -42.9% | -52.5% |
| 3Y | +25.4% | -24.6% | +50.0% | +26.8% |
| 5Y | +82.4% | -60.3% | +142.7% | +109.2% |
| All | +336.5% | +5.1% | +331.4% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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