+251.6%
ORCL vs ON
+527.7%
-276.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.2% | -6.0% | +1.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.8% |
| 30D | -15.3% | -10.9% | -4.4% | -13.2% |
| 3M | -18.2% | -14.9% | -3.4% | -15.8% |
| 6M | -38.4% | -33.0% | -5.4% | -34.5% |
| YTD | -37.7% | +27.6% | -65.3% | -42.6% |
| 1Y | -49.3% | +44.5% | -93.8% | -54.5% |
| 3Y | +10.6% | +7.4% | +3.2% | +0.3% |
| 5Y | +35.5% | +18.7% | +16.8% | +15.1% |
| 10Y | +251.6% | +516.0% | -264.4% | +96.5% |
| All | +251.6% | +527.7% | -276.1% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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