+277.8%
ORCL vs PSX
+353.3%
-75.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.6% | +8.1% |
| 7D | +3.8% | -0.4% | +4.1% | +3.9% |
| 30D | -6.6% | -8.1% | +1.5% | -4.9% |
| 3M | -11.4% | +15.9% | -27.3% | -14.6% |
| 6M | -33.3% | +49.4% | -82.7% | -39.6% |
| YTD | -33.3% | +104.7% | -137.9% | -44.4% |
| 1Y | -44.9% | +89.1% | -134.0% | -53.3% |
| 3Y | +17.6% | +151.7% | -134.1% | -8.9% |
| 5Y | +46.1% | +298.3% | -252.2% | -2.4% |
| 10Y | +277.8% | +357.1% | -79.3% | +130.9% |
| All | +277.8% | +353.3% | -75.5% | +130.9% |
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