+44.4%
ORCL vs ONON
-2.0%
+46.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -0.4% |
| 7D | -6.5% | -4.9% | -1.6% | -5.8% |
| 30D | -16.6% | -1.1% | -15.5% | -16.6% |
| 3M | -21.6% | -10.5% | -11.1% | -20.8% |
| 6M | -39.4% | -1.5% | -37.8% | -39.7% |
| YTD | -38.7% | -25.3% | -13.3% | -36.8% |
| 1Y | -50.4% | -0.7% | -49.6% | -51.1% |
| 3Y | +8.1% | +29.0% | -20.9% | +1.4% |
| 5Y | +34.5% | -6.7% | +41.2% | +20.2% |
| All | +44.4% | -2.0% | +46.4% | +29.4% |
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