+277.2%
ORCL vs ON
+154.5%
+122.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -11.2% | -11.7% | +0.5% | -8.8% |
| 30D | -18.8% | -23.3% | +4.4% | -14.3% |
| 3M | -18.8% | -19.2% | +0.4% | -15.5% |
| 6M | -39.7% | -40.1% | +0.4% | -34.4% |
| YTD | -39.6% | +16.9% | -56.6% | -43.3% |
| 1Y | -51.7% | +29.7% | -81.5% | -55.7% |
| 3Y | +10.2% | -4.4% | +14.6% | +3.2% |
| 5Y | +30.8% | +7.1% | +23.8% | +14.4% |
| 10Y | +252.1% | +447.2% | -195.1% | +99.5% |
| All | +277.2% | +154.5% | +122.7% | +58.5% |
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 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