+275.4%
ORCL vs ON
+557.7%
-282.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.4% | +17.0% | -6.6% | +6.8% |
| 30D | -11.2% | -3.9% | -7.4% | -10.5% |
| 3M | -16.8% | -11.5% | -5.3% | -14.9% |
| 6M | -31.5% | -29.2% | -2.3% | -27.9% |
| YTD | -33.9% | +36.2% | -70.1% | -39.9% |
| 1Y | -43.3% | +49.6% | -92.9% | -49.5% |
| 3Y | +16.5% | +9.4% | +7.0% | +5.2% |
| 5Y | +45.4% | +25.8% | +19.6% | +22.0% |
| All | +275.4% | +557.7% | -282.3% | +106.3% |
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