+251.6%
ORCL vs PSX
+363.6%
-112.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.5% |
| 7D | +0.5% | -8.0% | +8.5% | +2.3% |
| 30D | -15.3% | -9.0% | -6.2% | -13.7% |
| 3M | -18.2% | +24.7% | -43.0% | -22.5% |
| 6M | -38.4% | +49.3% | -87.8% | -44.3% |
| YTD | -37.7% | +100.2% | -137.9% | -47.9% |
| 1Y | -49.3% | +88.8% | -138.1% | -57.0% |
| 3Y | +10.6% | +152.5% | -141.9% | -14.4% |
| 5Y | +35.5% | +283.2% | -247.7% | -8.7% |
| 10Y | +251.6% | +345.8% | -94.2% | +115.2% |
| All | +251.6% | +363.6% | -112.0% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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