+97.1%
ORCL vs ONON
-24.2%
+121.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.3% |
| 7D | +10.9% | -3.5% | +14.3% | +11.5% |
| 30D | +7.0% | -30.8% | +37.8% | +12.9% |
| 3M | -21.2% | -29.8% | +8.6% | -17.2% |
| 6M | +7.4% | -34.8% | +42.2% | +13.7% |
| YTD | -16.3% | -42.3% | +26.0% | -9.9% |
| 1Y | -32.3% | -39.5% | +7.2% | -27.9% |
| 3Y | +32.6% | -9.3% | +41.8% | +31.2% |
| All | +97.1% | -24.2% | +121.3% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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