+363.4%
ORCL vs OMC
+32.3%
+331.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.9% |
| 7D | +15.0% | -5.8% | +20.8% | +16.9% |
| 30D | +10.5% | -4.8% | +15.4% | +12.0% |
| 3M | -23.0% | +9.2% | -32.2% | -25.7% |
| 6M | +7.0% | -2.5% | +9.5% | +6.9% |
| YTD | -15.8% | +2.6% | -18.4% | -17.7% |
| 1Y | -31.1% | +5.9% | -37.0% | -34.2% |
| 3Y | +33.3% | +14.2% | +19.1% | +21.1% |
| 5Y | +94.3% | +33.2% | +61.1% | +62.7% |
| 10Y | +363.4% | +33.4% | +330.0% | +270.4% |
| All | +363.4% | +32.3% | +331.1% | +270.4% |
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