+251.6%
ORCL vs OMC
+56.1%
+195.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.5% |
| 7D | +0.5% | +5.4% | -4.9% | -1.0% |
| 30D | -15.3% | +15.7% | -31.0% | -19.0% |
| 3M | -18.2% | +4.9% | -23.1% | -19.8% |
| 6M | -38.4% | +17.3% | -55.7% | -42.1% |
| YTD | -37.7% | +13.0% | -50.7% | -41.0% |
| 1Y | -49.3% | +24.1% | -73.3% | -53.6% |
| 3Y | +10.6% | +31.2% | -20.6% | -4.1% |
| 5Y | +35.5% | +53.4% | -17.9% | +8.4% |
| 10Y | +251.6% | +55.5% | +196.0% | +167.9% |
| All | +251.6% | +56.1% | +195.5% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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