+414.0%
ORCL vs ON
+199.0%
+215.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | +5.3% | +2.4% | +2.8% | +4.8% |
| 30D | +10.0% | -3.3% | +13.3% | +10.7% |
| 3M | -32.6% | -43.6% | +11.0% | -25.1% |
| 6M | +4.9% | +19.0% | -14.0% | -0.9% |
| YTD | -17.8% | +37.4% | -55.1% | -25.0% |
| 1Y | -28.0% | +54.8% | -82.8% | -36.2% |
| 3Y | +36.0% | -25.2% | +61.2% | +33.2% |
| 5Y | +88.7% | +62.7% | +26.0% | +51.4% |
| 10Y | +346.9% | +574.3% | -227.4% | +143.1% |
| All | +414.0% | +199.0% | +215.0% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling