+53.4%
ORCL vs ONON
-5.0%
+58.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +8.0% | -10.0% | +18.0% | +9.6% |
| 30D | -4.0% | -5.3% | +1.3% | -3.4% |
| 3M | -19.5% | +6.5% | -25.9% | -20.5% |
| 6M | -33.5% | -5.0% | -28.5% | -33.5% |
| YTD | -34.8% | -27.6% | -7.2% | -32.5% |
| 1Y | -41.6% | -20.7% | -20.9% | -40.4% |
| 3Y | +13.8% | +26.6% | -12.9% | +7.0% |
| 5Y | +43.4% | -9.6% | +53.0% | +28.7% |
| All | +53.4% | -5.0% | +58.4% | +38.1% |
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