+277.8%
ORCL vs O
+82.5%
+195.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.8% | +8.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | -6.6% | +9.4% | -16.0% | -8.5% |
| 3M | -11.4% | -2.4% | -9.0% | -11.1% |
| 6M | -33.3% | -1.9% | -31.4% | -33.4% |
| YTD | -33.3% | +10.5% | -43.7% | -35.6% |
| 1Y | -44.9% | +10.0% | -54.9% | -46.9% |
| 3Y | +17.6% | +40.5% | -22.8% | +4.4% |
| 5Y | +46.1% | +10.2% | +35.9% | +38.6% |
| 10Y | +277.8% | +82.5% | +195.3% | +227.5% |
| All | +277.8% | +82.5% | +195.3% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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